Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276116.2888 | 306532.2772 | -30415.9884 | -91131.88 | 95333.6348 | -186465.5148 |
Total P&L (%) | 276.1163 | 306.5323 | -30.416 | -91.1319 | 95.3336 | -186.4655 |
Avg Daily Profit (%) | 0.1483 | 0.1647 | -0.0163 | -0.1301 | 0.036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129926 | -75735 | -134760 | -171702 | -26547 | -171387 |
Profit Factor | 1.3077 | 1.973 | 0.9478 | 0.7599 | 2.2943 | 0.3904 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 59.375 | 56.25 | 62.5 | 59.375 | 56.25 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8948 | 1.5346 | 0.5687 | 0.5199 | 1.7844 | 0.2342 |
Largest Winning Trade | 147576 | 147576 | 55238 | 51758 | 51758 | 23567 |
Largest Losing Trade | -85444 | -41864 | -85444 | -130795 | -26547 | -130795 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Losers | 62 | 57 | 67 | 62 | 57 | 67 |
Bars Traded | 5366 | 2455 | 2911 | 5366 | 2455 | 2911 |
Profit Streak | 25.1769 | 0 | 71.5102 | 25.1769 | 0 | 71.5102 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195365 | 430776 | -578101 | -578763 | -139577 | -578101 |
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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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