Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305040.1741 | 29166.9103 | 275873.2638 | 230112.4794 | -3360.6216 | 233473.101 |
Total P&L (%) | 305.0402 | 29.1669 | 275.8733 | 230.1125 | -3.3606 | 233.4731 |
Avg Daily Profit (%) | 0.2001 | 0.0191 | 0.181 | 0.0784 | -0.0022 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112849 | -129746 | -57564 | -224238 | -249596 | -173276 |
Profit Factor | 1.4566 | 1.0643 | 2.2885 | 1.167 | 0.9963 | 1.4905 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 56.5517 | 50.6849 | 62.5 | 56.5517 | 50.6849 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1191 | 1.0355 | 1.3731 | 0.8966 | 0.9693 | 0.8943 |
Largest Winning Trade | 55339 | 55339 | 49163 | 113101 | 113101 | 80015 |
Largest Losing Trade | -47222 | -47222 | -30553 | -159783 | -159783 | -74279 |
Avg Bars in Trades | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 48 | 62 | 30 | 48 | 62 | 30 |
Bars Traded | 5839 | 3594 | 2245 | 5839 | 3594 | 2245 |
Profit Streak | 0 | 0 | 138.6585 | 0 | 0 | 138.6585 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356260 | -392197 | -65440 | -125567 | -652647 | -163973 |
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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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