Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302056.6594 | 335667.6698 | -33611.0105 | -46267.8891 | 156325.8306 | -202593.7197 |
Total P&L (%) | 302.0567 | 335.6677 | -33.611 | -46.2679 | 156.3258 | -202.5937 |
Avg Daily Profit (%) | 0.1575 | 0.175 | -0.0175 | -0.0324 | 0.0491 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223287 | -215582 | -71107 | -452693 | -402875 | -195825 |
Profit Factor | 1.516 | 1.8265 | 0.8125 | 0.9488 | 1.2569 | 0.3122 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 45.0704 | 51.4286 | 38.8889 | 45.0704 | 51.4286 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.8476 | 1.7251 | 1.2768 | 1.1563 | 1.1871 | 0.4906 |
Largest Winning Trade | 206715 | 206715 | 34144 | 275812 | 275812 | 21289 |
Largest Losing Trade | -60947 | -60947 | -23975 | -146042 | -146042 | -59791 |
Avg Bars in Trades | 152 | 274 | 34 | 152 | 274 | 34 |
Avg Bars in Winners | 156 | 244 | 44 | 156 | 244 | 44 |
Avg Bars in Losers | 149 | 306 | 28 | 149 | 306 | 28 |
Bars Traded | 10847 | 9604 | 1243 | 10847 | 9604 | 1243 |
Profit Streak | 0 | 108.2545 | 0 | 0 | 108.2545 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83421 | 417978 | -583434 | -672305 | -126792 | -585101 |
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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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