Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240752.9699 | 59693.7186 | 181059.2512 | 145354.173 | 55772.7775 | 89581.3955 |
Total P&L (%) | 240.753 | 59.6937 | 181.0593 | 145.3542 | 55.7728 | 89.5814 |
Avg Daily Profit (%) | 0.1615 | 0.04 | 0.1214 | 0.0602 | 0.0297 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138768 | -45045 | -114226 | -351298 | -101845 | -296960 |
Profit Factor | 1.4583 | 1.2315 | 1.6768 | 1.127 | 1.1059 | 1.145 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 48.951 | 45.0704 | 52.7778 | 48.951 | 45.0704 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.5208 | 1.5009 | 1.5003 | 1.1753 | 1.3478 | 1.0244 |
Largest Winning Trade | 83074 | 83074 | 71919 | 137363 | 137363 | 93056 |
Largest Losing Trade | -39238 | -38089 | -39238 | -167860 | -84799 | -167860 |
Avg Bars in Trades | 60 | 38 | 81 | 60 | 38 | 81 |
Avg Bars in Winners | 87 | 43 | 124 | 87 | 43 | 124 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 8659 | 2763 | 5896 | 8659 | 2763 | 5896 |
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 | 339286 | -228204 | -106517 | -193364 | -346996 | -275473 |
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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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