Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173725.8392 | 116531.3632 | 57194.476 | 242845.8453 | 110155.6156 | 132690.2298 |
Total P&L (%) | 173.7258 | 116.5314 | 57.1945 | 242.8458 | 110.1556 | 132.6902 |
Avg Daily Profit (%) | 0.3336 | 0.2237 | 0.1098 | 0.2368 | 0.1427 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99957 | -90842 | -27119 | -352506 | -335954 | -64249 |
Profit Factor | 1.5272 | 1.4992 | 1.5949 | 1.2595 | 1.1596 | 1.5405 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 70.2128 | 68.5714 | 71.831 | 70.2128 | 68.5714 | 71.831 |
Ratio Avg Win / Avg Loss | 0.6479 | 0.6872 | 0.6255 | 0.5343 | 0.5315 | 0.6041 |
Largest Winning Trade | 23195 | 23195 | 11550 | 57454 | 57454 | 30177 |
Largest Losing Trade | -24272 | -23113 | -24272 | -86967 | -86967 | -53517 |
Avg Bars in Trades | 172 | 280 | 65 | 172 | 280 | 65 |
Avg Bars in Winners | 95 | 151 | 43 | 95 | 151 | 43 |
Avg Bars in Losers | 352 | 560 | 124 | 352 | 560 | 124 |
Bars Traded | 24291 | 19608 | 4682 | 24291 | 19608 | 4682 |
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 | 395731 | -84882 | -131441 | 307099 | -141523 | -77233 |
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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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