Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254573.5024 | 32037.6861 | 222535.8163 | 177430.8752 | -16245.3578 | 193676.233 |
Total P&L (%) | 254.5735 | 32.0377 | 222.5358 | 177.4309 | -16.2454 | 193.6762 |
Avg Daily Profit (%) | 0.1672 | 0.021 | 0.1461 | 0.067 | -0.0116 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92536 | -89923 | -46141 | -192187 | -123398 | -112678 |
Profit Factor | 1.4086 | 1.0894 | 1.841 | 1.1743 | 0.9704 | 1.4132 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 46.8531 | 40.2778 | 53.5211 | 46.8531 | 40.2778 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.5978 | 1.6153 | 1.5988 | 1.3321 | 1.4389 | 1.2273 |
Largest Winning Trade | 73070 | 64261 | 73070 | 104773 | 104773 | 100019 |
Largest Losing Trade | -29280 | -23308 | -29280 | -85258 | -37415 | -85258 |
Avg Bars in Trades | 125 | 91 | 159 | 125 | 91 | 159 |
Avg Bars in Winners | 159 | 94 | 209 | 159 | 94 | 209 |
Avg Bars in Losers | 94 | 88 | 102 | 94 | 88 | 102 |
Bars Traded | 17888 | 6563 | 11325 | 17888 | 6563 | 11325 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300735 | -372033 | -80672 | -133054 | -662350 | -183886 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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