Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270824.3679 | 67807.9492 | 203016.4187 | 125215.7752 | -109366.2397 | 234582.0148 |
Total P&L (%) | 270.8244 | 67.8079 | 203.0164 | 125.2158 | -109.3662 | 234.582 |
Avg Daily Profit (%) | 0.1833 | 0.0459 | 0.1374 | 0.055 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120039 | -167842 | -42204 | -212049 | -198959 | -144311 |
Profit Factor | 1.5026 | 1.1982 | 2.0316 | 1.1497 | 0.7702 | 1.6507 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 46.875 | 35.9375 | 57.8125 | 46.875 | 35.9375 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.7029 | 2.1359 | 1.4825 | 1.303 | 1.3729 | 1.2046 |
Largest Winning Trade | 133991 | 133991 | 57562 | 75925 | 75925 | 74056 |
Largest Losing Trade | -40195 | -33252 | -40195 | -138642 | -73505 | -138642 |
Avg Bars in Trades | 64 | 69 | 58 | 64 | 69 | 58 |
Avg Bars in Winners | 77 | 85 | 73 | 77 | 85 | 73 |
Avg Bars in Losers | 52 | 61 | 38 | 52 | 61 | 38 |
Bars Traded | 8222 | 4477 | 3745 | 8222 | 4477 | 3745 |
Profit Streak | 0 | 0 | 50.6753 | 0 | 0 | 50.6753 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325279 | -278055 | -143986 | -176224 | -724038 | -218913 |
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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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