Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172832.8243 | 100773.2174 | 72059.607 | 15414.7954 | -59352.5063 | 74767.3017 |
Total P&L (%) | 172.8328 | 100.7732 | 72.0596 | 15.4148 | -59.3525 | 74.7673 |
Avg Daily Profit (%) | 0.1659 | 0.0967 | 0.0692 | 0.0138 | -0.0864 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97443 | -82239 | -65335 | -265434 | -267863 | -108641 |
Profit Factor | 1.3079 | 1.3452 | 1.2675 | 1.014 | 0.9057 | 1.158 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 70.6294 | 68.0556 | 73.2394 | 70.6294 | 68.0556 | 73.2394 |
Ratio Avg Win / Avg Loss | 0.5439 | 0.6314 | 0.4631 | 0.4217 | 0.4251 | 0.4231 |
Largest Winning Trade | 42797 | 42797 | 26874 | 67734 | 67734 | 60422 |
Largest Losing Trade | -65335 | -47005 | -65335 | -164753 | -164753 | -96114 |
Avg Bars in Trades | 172 | 163 | 181 | 172 | 163 | 181 |
Avg Bars in Winners | 109 | 101 | 116 | 109 | 101 | 116 |
Avg Bars in Losers | 324 | 295 | 359 | 324 | 295 | 359 |
Bars Traded | 24655 | 11757 | 12898 | 24655 | 11757 | 12898 |
Profit Streak | 0 | 0 | 18.8274 | 0 | 0 | 18.8274 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318524 | -141963 | -185459 | -388163 | -657617 | -252832 |
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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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