Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440106.654 | 332297.9352 | 107808.7187 | 160904.6706 | 33514.5123 | 127390.1583 |
Total P&L (%) | 440.1067 | 332.2979 | 107.8087 | 160.9047 | 33.5145 | 127.3902 |
Avg Daily Profit (%) | 0.2305 | 0.1741 | 0.0565 | 0.0502 | 0.0151 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113200 | -98546 | -69801 | -1824188 | -974198 | -1335538 |
Profit Factor | 1.5703 | 1.9032 | 1.267 | 1.021 | 1.0085 | 1.0343 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 54.5455 | 52.1127 | 56.9444 | 54.5455 | 52.1127 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.3086 | 1.7489 | 0.9579 | 0.8508 | 0.9267 | 0.782 |
Largest Winning Trade | 273167 | 273167 | 55473 | 419591 | 419591 | 390278 |
Largest Losing Trade | -65772 | -31517 | -65772 | -657176 | -657176 | -501357 |
Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Winners | 29 | 18 | 39 | 29 | 18 | 39 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 3665 | 1234 | 2431 | 3665 | 1234 | 2431 |
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 | 391072 | -75115 | -197572 | -323656 | -474403 | -398144 |
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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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