Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286736.0026 | 270553.5028 | 16182.4998 | 214068.9639 | 245996.4165 | -31927.4526 |
Total P&L (%) | 286.736 | 270.5535 | 16.1825 | 214.069 | 245.9964 | -31.9275 |
Avg Daily Profit (%) | 0.5505 | 0.5195 | 0.0311 | 0.22 | 0.2386 | -0.0738 |
Buy And Hold Return (%) | 110.3936 | 110.3936 | 110.3936 | 110.3936 | 110.3936 | 110.3936 |
Max Trade Drawdown | -95753 | -59151 | -48171 | -319219 | -153774 | -183316 |
Profit Factor | 1.7288 | 2.4421 | 1.0786 | 1.2525 | 1.6436 | 0.9314 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 50 | 42.2535 | 57.7465 | 50 | 42.2535 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.7288 | 3.3376 | 0.7892 | 1.2525 | 2.2463 | 0.6815 |
Largest Winning Trade | 201144 | 201144 | 20550 | 132879 | 132879 | 59439 |
Largest Losing Trade | -40641 | -16009 | -40641 | -166668 | -53450 | -166668 |
Avg Bars in Trades | 172 | 147 | 197 | 172 | 147 | 197 |
Avg Bars in Winners | 200 | 175 | 217 | 200 | 175 | 217 |
Avg Bars in Losers | 145 | 126 | 170 | 145 | 126 | 170 |
Bars Traded | 24523 | 10473 | 14050 | 24523 | 10473 | 14050 |
Profit Streak | 0 | 0 | 15.939 | 0 | 0 | 15.939 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368354 | -79417 | -538531 | 3518 | -84842 | -666444 |
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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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