Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318256.4858 | 185998.0294 | 132258.4563 | 18278.3677 | 69895.3244 | -51616.9567 |
Total P&L (%) | 318.2565 | 185.998 | 132.2585 | 18.2784 | 69.8953 | -51.617 |
Avg Daily Profit (%) | 0.1798 | 0.1051 | 0.0747 | 0.0095 | 0.0299 | -0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110663 | -40407 | -143106 | -124349 | -33245 | -141763 |
Profit Factor | 1.4406 | 1.8179 | 1.2672 | 1.0344 | 1.4933 | 0.8676 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 53.8462 | 54.1667 | 53.5211 | 53.8462 | 54.1667 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.2348 | 1.5382 | 1.1005 | 0.8866 | 1.2635 | 0.7534 |
Largest Winning Trade | 47235 | 32133 | 47235 | 33908 | 22821 | 33908 |
Largest Losing Trade | -82007 | -25845 | -82007 | -94225 | -18239 | -94225 |
Avg Bars in Trades | 65 | 32 | 99 | 65 | 32 | 99 |
Avg Bars in Winners | 63 | 29 | 97 | 63 | 29 | 97 |
Avg Bars in Losers | 68 | 36 | 101 | 68 | 36 | 101 |
Bars Traded | 9410 | 2367 | 7043 | 9410 | 2367 | 7043 |
Profit Streak | 0 | 0 | 146.7983 | 0 | 0 | 146.7983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333655 | -127912 | -178963 | -371682 | -230264 | -666428 |
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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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