Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310051.2672 | 354064.6002 | -44013.333 | -58502.9621 | -282767.8 | 224264.8378 |
Total P&L (%) | 310.0513 | 354.0646 | -44.0133 | -58.503 | -282.7678 | 224.2648 |
Avg Daily Profit (%) | 0.1626 | 0.1857 | -0.0231 | -0.0461 | 0 | 0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187235 | -176047 | -84638 | -1007002 | -1140542 | -219655 |
Profit Factor | 1.3269 | 1.61 | 0.8804 | 0.9794 | 0.8605 | 1.2776 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 49.6552 | 45.8333 | 53.4247 | 49.6552 | 45.8333 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.9028 | 0.7676 | 0.993 | 1.017 | 1.1138 |
Largest Winning Trade | 160478 | 160478 | 29849 | 278917 | 278917 | 163998 |
Largest Losing Trade | -55226 | -55226 | -47055 | -413141 | -413141 | -157929 |
Avg Bars in Trades | 50 | 86 | 14 | 50 | 86 | 14 |
Avg Bars in Winners | 44 | 79 | 15 | 44 | 79 | 15 |
Avg Bars in Losers | 56 | 92 | 14 | 56 | 92 | 14 |
Bars Traded | 7315 | 6232 | 1083 | 7315 | 6232 | 1083 |
Profit Streak | 6.3274 | 0 | 6.8274 | 6.3274 | 0 | 6.8274 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305704 | -70532 | -651050 | -579835 | -660189 | -180844 |
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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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