Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257932.1525 | 112136.9301 | 145795.2223 | 10897.1376 | -28528.7877 | 39425.9253 |
Total P&L (%) | 257.9322 | 112.1369 | 145.7952 | 10.8971 | -28.5288 | 39.4259 |
Avg Daily Profit (%) | 0.1608 | 0.0699 | 0.0909 | 0.0064 | -0.0209 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126054 | -139562 | -80912 | -287757 | -153575 | -234414 |
Profit Factor | 1.4321 | 1.3344 | 1.5575 | 1.0139 | 0.9245 | 1.0969 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 53.6913 | 50.6667 | 56.7568 | 53.6913 | 50.6667 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2352 | 1.2993 | 1.1867 | 0.8745 | 0.9001 | 0.8357 |
Largest Winning Trade | 212884 | 212884 | 30415 | 54461 | 54461 | 32591 |
Largest Losing Trade | -62938 | -36427 | -62938 | -214544 | -48384 | -214544 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 30 | 19 | 40 | 30 | 19 | 40 |
Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
Bars Traded | 4443 | 1857 | 2586 | 4443 | 1857 | 2586 |
Profit Streak | 19.0576 | 19.0576 | 42.0576 | 19.0576 | 19.0576 | 42.0576 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374155 | -155332 | -132709 | -526776 | -636812 | -345852 |
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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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