Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259916.1244 | 116528.5907 | 143387.5337 | 77017.89 | -154014.8238 | 231032.7137 |
Total P&L (%) | 259.9161 | 116.5286 | 143.3875 | 77.0179 | -154.0148 | 231.0327 |
Avg Daily Profit (%) | 0.1621 | 0.0727 | 0.0894 | 0.0356 | 0 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128721 | -133640 | -75393 | -253888 | -276451 | -54747 |
Profit Factor | 1.4522 | 1.2864 | 1.8536 | 1.0926 | 0.7685 | 2.3847 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 51 | 33 | 18 | 51 | 33 | 18 |
Profitability (%) | 61.6541 | 50 | 73.1343 | 61.6541 | 50 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.9032 | 1.2864 | 0.6809 | 0.6795 | 0.7685 | 0.876 |
Largest Winning Trade | 64659 | 64659 | 19123 | 68544 | 68544 | 38404 |
Largest Losing Trade | -72035 | -72035 | -43337 | -138259 | -138259 | -39269 |
Avg Bars in Trades | 138 | 231 | 46 | 138 | 231 | 46 |
Avg Bars in Winners | 85 | 154 | 38 | 85 | 154 | 38 |
Avg Bars in Losers | 223 | 307 | 70 | 223 | 307 | 70 |
Bars Traded | 18400 | 15256 | 3144 | 18400 | 15256 | 3144 |
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 | 306256 | -220105 | -186537 | -263841 | -704958 | -205165 |
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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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