Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322628.0226 | 264486.4374 | 58141.5852 | 195982.5231 | 206686.3291 | -10703.806 |
Total P&L (%) | 322.628 | 264.4864 | 58.1416 | 195.9825 | 206.6863 | -10.7038 |
Avg Daily Profit (%) | 0.1549 | 0.127 | 0.0279 | 0.0521 | 0.0538 | -0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202823 | -172640 | -38795 | -1222183 | -1072869 | -172982 |
Profit Factor | 1.5841 | 1.6435 | 1.4113 | 1.067 | 1.0924 | 0.9844 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Losing Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Profitability (%) | 44.6809 | 50 | 39.4366 | 44.6809 | 50 | 39.4366 |
Ratio Avg Win / Avg Loss | 1.9612 | 1.6435 | 2.1673 | 1.3211 | 1.0924 | 1.5118 |
Largest Winning Trade | 134914 | 134914 | 39153 | 454552 | 454552 | 134016 |
Largest Losing Trade | -37994 | -37994 | -12343 | -423203 | -423203 | -147731 |
Avg Bars in Trades | 167 | 323 | 14 | 167 | 323 | 14 |
Avg Bars in Winners | 235 | 410 | 16 | 235 | 410 | 16 |
Avg Bars in Losers | 113 | 235 | 13 | 113 | 235 | 13 |
Bars Traded | 23670 | 22617 | 1053 | 23670 | 22617 | 1053 |
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 | 304972 | -114813 | -245284 | -271819 | -334435 | -668788 |
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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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