Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174642.8806 | -8325.4027 | 182968.2833 | 102447.6554 | -19759.4493 | 122207.1047 |
Total P&L (%) | 174.6429 | -8.3254 | 182.9683 | 102.4477 | -19.7594 | 122.2071 |
Avg Daily Profit (%) | 0.1699 | -0.0081 | 0.178 | 0.0686 | -0.0214 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74389 | -30415 | -73202 | -134357 | -42047 | -133682 |
Profit Factor | 1.4656 | 0.8766 | 1.5947 | 1.1634 | 0.7979 | 1.2309 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 47 | 31 | 16 | 47 | 31 | 16 |
Profitability (%) | 67.1329 | 56.9444 | 77.4648 | 67.1329 | 56.9444 | 77.4648 |
Ratio Avg Win / Avg Loss | 0.7175 | 0.6628 | 0.4639 | 0.5696 | 0.6033 | 0.3581 |
Largest Winning Trade | 24466 | 7067 | 24466 | 44435 | 6391 | 44435 |
Largest Losing Trade | -51750 | -15434 | -51750 | -108825 | -29545 | -108825 |
Avg Bars in Trades | 162 | 3 | 324 | 162 | 3 | 324 |
Avg Bars in Winners | 133 | 2 | 230 | 133 | 2 | 230 |
Avg Bars in Losers | 222 | 4 | 645 | 222 | 4 | 645 |
Bars Traded | 23248 | 233 | 23015 | 23248 | 233 | 23015 |
Profit Streak | 0 | 0 | 63.9722 | 0 | 0 | 63.9722 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338114 | -658780 | -74496 | -141188 | -658780 | -173363 |
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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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