Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185423.4766 | 48195.9409 | 137227.5357 | 168861.549 | -21404.3128 | 190265.8617 |
Total P&L (%) | 185.4235 | 48.1959 | 137.2275 | 168.8615 | -21.4043 | 190.2659 |
Avg Daily Profit (%) | 0.1654 | 0.043 | 0.1224 | 0.0882 | -0.0215 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71945 | -57614 | -40284 | -159239 | -159238 | -78009 |
Profit Factor | 1.4327 | 1.1982 | 1.7405 | 1.2233 | 0.9503 | 1.5849 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 64 | 39 | 25 | 64 | 39 | 25 |
Profitability (%) | 52.5926 | 42.6471 | 62.6866 | 52.5926 | 42.6471 | 62.6866 |
Ratio Avg Win / Avg Loss | 1.2915 | 1.6114 | 1.036 | 1.1027 | 1.278 | 0.9434 |
Largest Winning Trade | 84656 | 84656 | 29691 | 72970 | 72970 | 53782 |
Largest Losing Trade | -28209 | -24357 | -28209 | -38012 | -32048 | -38012 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 31 | 22 | 36 | 31 | 22 | 36 |
Avg Bars in Losers | 16 | 13 | 21 | 16 | 13 | 21 |
Bars Traded | 3258 | 1167 | 2091 | 3258 | 1167 | 2091 |
Profit Streak | 0 | 0 | 23.6737 | 0 | 0 | 23.6737 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330891 | -250445 | -141936 | -74566 | -691151 | -180368 |
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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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