Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238544.1469 | -4142.3821 | 242686.529 | 249565.6569 | -200210.5104 | 449776.1672 |
Total P&L (%) | 238.5441 | -4.1424 | 242.6865 | 249.5657 | -200.2105 | 449.7762 |
Avg Daily Profit (%) | 0.1555 | -0.0027 | 0.1582 | 0.0816 | 0 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70173 | -56194 | -53005 | -295838 | -222419 | -169681 |
Profit Factor | 1.5433 | 0.9843 | 2.3889 | 1.1707 | 0.7629 | 1.7288 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 45.2703 | 44.5946 | 45.9459 | 45.2703 | 44.5946 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.8658 | 1.223 | 2.8105 | 1.4154 | 0.9479 | 2.0338 |
Largest Winning Trade | 73566 | 61287 | 73566 | 141892 | 133159 | 141892 |
Largest Losing Trade | -30234 | -30234 | -17930 | -97192 | -97192 | -64548 |
Avg Bars in Trades | 29 | 21 | 38 | 29 | 21 | 38 |
Avg Bars in Winners | 48 | 30 | 65 | 48 | 30 | 65 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4413 | 1583 | 2830 | 4413 | 1583 | 2830 |
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 | 315107 | -645393 | -54219 | -117833 | -647060 | -107310 |
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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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