Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368563.9377 | 338310.067 | 30253.8707 | 207166.8608 | 165512.5139 | 41654.3469 |
Total P&L (%) | 368.5639 | 338.3101 | 30.2539 | 207.1669 | 165.5125 | 41.6543 |
Avg Daily Profit (%) | 0.2611 | 0.2397 | 0.0214 | 0.0795 | 0.0692 | 0.0247 |
Buy And Hold Return (%) | 16.429 | 16.429 | 16.429 | 16.429 | 16.429 | 16.429 |
Max Trade Drawdown | -137402 | -143775 | -24930 | -207584 | -250825 | -43143 |
Profit Factor | 1.6511 | 1.7255 | 1.3035 | 1.2184 | 1.2081 | 1.2718 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Losing Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Profitability (%) | 60 | 66.6667 | 53.4247 | 60 | 66.6667 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.1008 | 0.8627 | 1.1364 | 0.8123 | 0.6041 | 1.1087 |
Largest Winning Trade | 84377 | 84377 | 13335 | 103214 | 103214 | 28017 |
Largest Losing Trade | -74298 | -74298 | -10100 | -180562 | -180562 | -18462 |
Avg Bars in Trades | 110 | 216 | 5 | 110 | 216 | 5 |
Avg Bars in Winners | 55 | 97 | 3 | 55 | 97 | 3 |
Avg Bars in Losers | 191 | 453 | 6 | 191 | 453 | 6 |
Bars Traded | 15959 | 15591 | 368 | 15959 | 15591 | 368 |
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 | 426225 | -68566 | -243024 | -87144 | -179686 | -234476 |
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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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