Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348058.032 | 246166.9441 | 101891.0879 | 169006.0683 | 235652.0023 | -66645.934 |
Total P&L (%) | 348.058 | 246.1669 | 101.8911 | 169.0061 | 235.652 | -66.6459 |
Avg Daily Profit (%) | 0.3394 | 0.24 | 0.0994 | 0.0965 | 0.1181 | -0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123878 | -69413 | -80150 | -603788 | -342184 | -287128 |
Profit Factor | 1.5066 | 1.7437 | 1.2862 | 1.0861 | 1.2466 | 0.9338 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 41.2587 | 36.6197 | 45.8333 | 41.2587 | 36.6197 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.145 | 3.0179 | 1.5201 | 1.5463 | 2.1576 | 1.1036 |
Largest Winning Trade | 162672 | 162672 | 47417 | 469558 | 469558 | 108983 |
Largest Losing Trade | -27826 | -20665 | -27826 | -141761 | -122692 | -141761 |
Avg Bars in Trades | 85 | 74 | 95 | 85 | 74 | 95 |
Avg Bars in Winners | 132 | 118 | 143 | 132 | 118 | 143 |
Avg Bars in Losers | 51 | 49 | 54 | 51 | 49 | 54 |
Bars Traded | 12159 | 5278 | 6881 | 12159 | 5278 | 6881 |
Profit Streak | 12.5238 | 0 | 13.6905 | 12.5238 | 0 | 13.6905 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319123 | -80892 | -139707 | -191178 | -126579 | -659589 |
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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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