Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232024.6605 | 19642.1945 | 212382.466 | 120326.179 | -22610.8308 | 142937.0098 |
Total P&L (%) | 232.0247 | 19.6422 | 212.3825 | 120.3262 | -22.6108 | 142.937 |
Avg Daily Profit (%) | 0.1796 | 0.0152 | 0.1644 | 0.0612 | -0.0198 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76105 | -34007 | -72361 | -248473 | -96300 | -248473 |
Profit Factor | 1.6389 | 1.1653 | 1.8692 | 1.1412 | 0.9052 | 1.2329 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 32 | 25 | 7 | 32 | 25 | 7 |
Profitability (%) | 76.9784 | 64.2857 | 89.8551 | 76.9784 | 64.2857 | 89.8551 |
Ratio Avg Win / Avg Loss | 0.4901 | 0.6474 | 0.211 | 0.3413 | 0.5029 | 0.1392 |
Largest Winning Trade | 37149 | 18568 | 37149 | 50710 | 17622 | 50710 |
Largest Losing Trade | -72361 | -23012 | -72361 | -248473 | -42153 | -248473 |
Avg Bars in Trades | 53 | 8 | 98 | 53 | 8 | 98 |
Avg Bars in Winners | 37 | 4 | 60 | 37 | 4 | 60 |
Avg Bars in Losers | 107 | 15 | 435 | 107 | 15 | 435 |
Bars Traded | 7416 | 586 | 6830 | 7416 | 586 | 6830 |
Profit Streak | 0 | 0 | 98.7373 | 0 | 0 | 98.7373 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428959 | -312109 | -87389 | -174013 | -672828 | -198618 |
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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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