Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315431.2766 | 126517.5778 | 188913.6988 | 155671.0919 | -17277.6084 | 172948.7003 |
Total P&L (%) | 315.4313 | 126.5176 | 188.9137 | 155.6711 | -17.2776 | 172.9487 |
Avg Daily Profit (%) | 0.1904 | 0.0764 | 0.1141 | 0.0567 | -0.0115 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134787 | -183668 | -111145 | -159095 | -165233 | -109494 |
Profit Factor | 1.5016 | 1.3195 | 1.8111 | 1.253 | 0.9589 | 1.8894 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 54.3478 | 46.3768 | 62.3188 | 54.3478 | 46.3768 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.2613 | 1.5257 | 1.0951 | 1.0525 | 1.1088 | 1.1424 |
Largest Winning Trade | 155216 | 155216 | 58530 | 113288 | 113288 | 68593 |
Largest Losing Trade | -33060 | -29040 | -33060 | -52322 | -52322 | -40475 |
Avg Bars in Trades | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Winners | 39 | 48 | 32 | 39 | 48 | 32 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 4732 | 2746 | 1986 | 4732 | 2746 | 1986 |
Profit Streak | 0 | 0 | 70.1872 | 0 | 0 | 70.1872 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352231 | -193013 | -136628 | -116492 | -682478 | -207697 |
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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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