Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290275.3486 | 29921.779 | 260353.5696 | 296932.1054 | -4508.5548 | 301440.6602 |
Total P&L (%) | 290.2753 | 29.9218 | 260.3536 | 296.9321 | -4.5086 | 301.4407 |
Avg Daily Profit (%) | 0.1893 | 0.0195 | 0.1698 | 0.09 | -0.003 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55030 | -72717 | -42347 | -290026 | -143167 | -213152 |
Profit Factor | 1.4908 | 1.101 | 1.8824 | 1.2238 | 0.993 | 1.44 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 60.5442 | 55.4054 | 65.7534 | 60.5442 | 55.4054 | 65.7534 |
Ratio Avg Win / Avg Loss | 0.9715 | 0.8861 | 0.9804 | 0.7975 | 0.7992 | 0.75 |
Largest Winning Trade | 74813 | 41357 | 74813 | 104457 | 69309 | 104457 |
Largest Losing Trade | -42347 | -29105 | -42347 | -107396 | -66797 | -107396 |
Avg Bars in Trades | 60 | 30 | 90 | 60 | 30 | 90 |
Avg Bars in Winners | 64 | 24 | 99 | 64 | 24 | 99 |
Avg Bars in Losers | 53 | 37 | 74 | 53 | 37 | 74 |
Bars Traded | 8887 | 2262 | 6625 | 8887 | 2262 | 6625 |
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 | 319282 | -344518 | -61479 | -73155 | -644257 | -142243 |
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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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