Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234698.8108 | 66636.6093 | 168062.2015 | 26367.1814 | -123252.4156 | 149619.5971 |
Total P&L (%) | 234.6988 | 66.6366 | 168.0622 | 26.3672 | -123.2524 | 149.6196 |
Avg Daily Profit (%) | 0.1585 | 0.045 | 0.1135 | 0.0158 | 0 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120465 | -85341 | -69548 | -236271 | -149857 | -147231 |
Profit Factor | 1.3122 | 1.1971 | 1.4062 | 1.0209 | 0.7924 | 1.2233 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 55.303 | 50 | 60.6061 | 55.303 | 50 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.0605 | 1.1971 | 0.914 | 0.8251 | 0.7924 | 0.7952 |
Largest Winning Trade | 80427 | 80427 | 59837 | 79740 | 69206 | 79740 |
Largest Losing Trade | -36504 | -34856 | -36504 | -109484 | -79559 | -109484 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 19 | 10 | 26 | 19 | 10 | 26 |
Avg Bars in Losers | 24 | 21 | 29 | 24 | 21 | 29 |
Bars Traded | 2865 | 1036 | 1829 | 2865 | 1036 | 1829 |
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 | 314615 | -260653 | -164962 | -373098 | -704680 | -235004 |
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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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