Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191419.7947 | 203407.1365 | -11987.3419 | -85557.1005 | -48081.7423 | -37475.3581 |
Total P&L (%) | 191.4198 | 203.4071 | -11.9873 | -85.5571 | -48.0817 | -37.4754 |
Avg Daily Profit (%) | 0.1545 | 0.1642 | -0.0097 | -0.1561 | -0.0529 | -0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148966 | -79295 | -122633 | -235916 | -40822 | -181051 |
Profit Factor | 1.2468 | 1.6568 | 0.9743 | 0.8169 | 0.7447 | 0.8657 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 99 | 47 | 52 | 83 | 41 | 42 |
Losing Trades | 44 | 24 | 20 | 60 | 30 | 30 |
Profitability (%) | 69.2308 | 66.1972 | 72.2222 | 58.042 | 57.7465 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.5541 | 0.846 | 0.3747 | 0.5906 | 0.5449 | 0.6184 |
Largest Winning Trade | 43179 | 43179 | 20267 | 123457 | 20626 | 123457 |
Largest Losing Trade | -122633 | -41334 | -122633 | -106129 | -30934 | -106129 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 16 | 14 | 18 | 19 | 17 | 21 |
Avg Bars in Losers | 44 | 43 | 46 | 33 | 32 | 33 |
Bars Traded | 3615 | 1717 | 1898 | 3615 | 1717 | 1898 |
Profit Streak | 18.5618 | 0 | 41.5618 | 18.5618 | 0 | 41.5618 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325287 | -76627 | -655812 | -578517 | -666176 | -657613 |
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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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