Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237581.7257 | 183978.6128 | 53603.1129 | -27965.1036 | -35603.8808 | 7638.7772 |
Total P&L (%) | 237.5817 | 183.9786 | 53.6031 | -27.9651 | -35.6039 | 7.6388 |
Avg Daily Profit (%) | 0.1755 | 0.1359 | 0.0396 | -0.0242 | -0.0325 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153431 | -99261 | -167894 | -251992 | -144903 | -151876 |
Profit Factor | 1.2783 | 1.4366 | 1.124 | 0.9527 | 0.8851 | 1.0272 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 55.102 | 53.4247 | 56.7568 | 55.102 | 53.4247 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0416 | 1.2524 | 0.8564 | 0.7763 | 0.7716 | 0.7826 |
Largest Winning Trade | 122790 | 122790 | 40450 | 64014 | 49542 | 64014 |
Largest Losing Trade | -49532 | -36344 | -49532 | -93698 | -93698 | -57371 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 2611 | 1263 | 1348 | 2611 | 1263 | 1348 |
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 | 312861 | -81675 | -289953 | -579449 | -651736 | -606665 |
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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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