Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288909.4853 | 303179.1921 | -14269.7068 | 8327.2595 | 15794.6816 | -7467.4222 |
Total P&L (%) | 288.9095 | 303.1792 | -14.2697 | 8.3273 | 15.7947 | -7.4674 |
Avg Daily Profit (%) | 0.2341 | 0.2456 | -0.0116 | 0.0065 | 0.0119 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169213 | -125528 | -54563 | -450089 | -366614 | -119756 |
Profit Factor | 1.4593 | 1.6702 | 0.9192 | 1.007 | 1.0174 | 0.9743 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 53.4247 | 50.6849 | 56.1644 | 53.4247 | 50.6849 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.2722 | 1.625 | 0.7174 | 0.8779 | 0.9899 | 0.7605 |
Largest Winning Trade | 249677 | 249677 | 12565 | 140642 | 140642 | 38836 |
Largest Losing Trade | -46037 | -46037 | -19916 | -140647 | -140647 | -51604 |
Avg Bars in Trades | 48 | 91 | 6 | 48 | 91 | 6 |
Avg Bars in Winners | 44 | 86 | 6 | 44 | 86 | 6 |
Avg Bars in Losers | 54 | 96 | 5 | 54 | 96 | 5 |
Bars Traded | 7143 | 6685 | 458 | 7143 | 6685 | 458 |
Profit Streak | 12.4798 | 0 | 67.9798 | 12.4798 | 0 | 67.9798 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374970 | -60694 | -650411 | -563042 | -461551 | -650411 |
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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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