Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258038.1853 | 39329.5922 | 218708.5931 | -54454.719 | -107334.8206 | 52880.1016 |
Total P&L (%) | 258.0382 | 39.3296 | 218.7086 | -54.4547 | -107.3348 | 52.8801 |
Avg Daily Profit (%) | 0.1732 | 0.0264 | 0.1468 | -0.0528 | 0 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162572 | -51883 | -148682 | -689208 | -155302 | -545111 |
Profit Factor | 1.4196 | 1.186 | 1.542 | 0.9559 | 0.7377 | 1.0641 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 58.7413 | 54.1667 | 63.3803 | 58.7413 | 54.1667 | 63.3803 |
Ratio Avg Win / Avg Loss | 0.9971 | 1.0036 | 0.8909 | 0.6714 | 0.6242 | 0.6148 |
Largest Winning Trade | 40575 | 21766 | 40575 | 133233 | 99003 | 133233 |
Largest Losing Trade | -93699 | -16325 | -93699 | -281460 | -63429 | -281460 |
Avg Bars in Trades | 30 | 13 | 47 | 30 | 13 | 47 |
Avg Bars in Winners | 27 | 13 | 39 | 27 | 13 | 39 |
Avg Bars in Losers | 33 | 12 | 61 | 33 | 12 | 61 |
Bars Traded | 4327 | 938 | 3389 | 4327 | 938 | 3389 |
Profit Streak | 5.8996 | 7.233 | 0 | 5.8996 | 7.233 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315043 | -253441 | -82100 | -578567 | -658458 | -392555 |
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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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