Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230552.7755 | -20495.864 | 251048.6395 | 114080.9527 | -199695.2813 | 313776.234 |
Total P&L (%) | 230.5528 | -20.4959 | 251.0486 | 114.081 | -199.6953 | 313.7762 |
Avg Daily Profit (%) | 0.1508 | -0.0134 | 0.1642 | 0.0498 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76310 | -89608 | -71693 | -350779 | -273304 | -111344 |
Profit Factor | 1.3974 | 0.9458 | 2.2415 | 1.0873 | 0.7691 | 1.7097 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 56.7568 | 51.3514 | 62.1622 | 56.7568 | 51.3514 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.0647 | 0.896 | 1.3644 | 0.8284 | 0.7286 | 1.0407 |
Largest Winning Trade | 35395 | 22504 | 35395 | 94326 | 94326 | 59421 |
Largest Losing Trade | -60130 | -60130 | -29948 | -230799 | -230799 | -68062 |
Avg Bars in Trades | 29 | 37 | 22 | 29 | 37 | 22 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 39 | 48 | 28 | 39 | 48 | 28 |
Bars Traded | 4422 | 2747 | 1675 | 4422 | 2747 | 1675 |
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 | 339275 | -645060 | -51856 | -251057 | -645060 | -129131 |
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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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