Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288190.5323 | 210893.4413 | 77297.091 | 138388.813 | 148672.4773 | -10283.6643 |
Total P&L (%) | 288.1905 | 210.8934 | 77.2971 | 138.3888 | 148.6725 | -10.2837 |
Avg Daily Profit (%) | 0.2016 | 0.1476 | 0.0541 | 0.0608 | 0.0638 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63763 | -52206 | -57779 | -241244 | -211738 | -157713 |
Profit Factor | 1.3978 | 1.5215 | 1.2415 | 1.0895 | 1.1743 | 0.9852 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 47.9167 | 43.0556 | 52.7778 | 47.9167 | 43.0556 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.5193 | 2.0123 | 1.1108 | 1.1843 | 1.5532 | 0.8815 |
Largest Winning Trade | 95204 | 95204 | 29517 | 148907 | 148907 | 70144 |
Largest Losing Trade | -43798 | -33429 | -43798 | -101276 | -101276 | -86987 |
Avg Bars in Trades | 57 | 64 | 51 | 57 | 64 | 51 |
Avg Bars in Winners | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Losers | 56 | 64 | 46 | 56 | 64 | 46 |
Bars Traded | 8327 | 4612 | 3715 | 8327 | 4612 | 3715 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323953 | -75664 | -199786 | -234214 | -217595 | -659598 |
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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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