Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299929.0413 | 149999.5432 | 149929.4981 | 26353.1306 | -77469.5444 | 103822.6749 |
Total P&L (%) | 299.929 | 149.9995 | 149.9295 | 26.3531 | -77.4695 | 103.8227 |
Avg Daily Profit (%) | 0.1859 | 0.093 | 0.093 | 0.0145 | -0.0924 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130667 | -114943 | -99817 | -268589 | -185323 | -136138 |
Profit Factor | 1.3575 | 1.3196 | 1.4057 | 1.0279 | 0.858 | 1.2597 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 56.25 | 48.6111 | 63.8889 | 56.25 | 48.6111 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.0559 | 1.395 | 0.7945 | 0.7995 | 0.907 | 0.712 |
Largest Winning Trade | 61200 | 61200 | 45981 | 79450 | 57748 | 79450 |
Largest Losing Trade | -76793 | -33546 | -76793 | -77834 | -64552 | -77834 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 3144 | 1584 | 1560 | 3144 | 1584 | 1560 |
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 | 338595 | -148331 | -146910 | -366967 | -660498 | -212863 |
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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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