Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316858.6325 | 289564.9906 | 27293.6419 | -55776.5097 | 138125.4991 | -193902.0088 |
Total P&L (%) | 316.8586 | 289.565 | 27.2936 | -55.7765 | 138.1255 | -193.902 |
Avg Daily Profit (%) | 0.1667 | 0.1523 | 0.0144 | -0.0429 | 0.0456 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157937 | -53504 | -288544 | -260485 | -37953 | -337136 |
Profit Factor | 1.4323 | 2.3979 | 1.0519 | 0.9053 | 2.149 | 0.5865 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 50 | 45.9459 | 48 | 50 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5516 | 2.3979 | 1.2375 | 0.9808 | 2.149 | 0.69 |
Largest Winning Trade | 84815 | 84815 | 62129 | 81461 | 68533 | 81461 |
Largest Losing Trade | -75119 | -28577 | -75119 | -92528 | -22558 | -92528 |
Avg Bars in Trades | 147 | 58 | 238 | 147 | 58 | 238 |
Avg Bars in Winners | 238 | 78 | 418 | 238 | 78 | 418 |
Avg Bars in Losers | 63 | 39 | 85 | 63 | 39 | 85 |
Bars Traded | 11055 | 2239 | 8816 | 11055 | 2239 | 8816 |
Profit Streak | 0 | 0 | 670.4356 | 0 | 0 | 670.4356 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52716 | 424603 | -341066 | -642833 | -127848 | -581391 |
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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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