Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276588.1658 | 293965.3629 | -17377.1972 | -53655.6865 | 539015.7026 | -592671.3891 |
Total P&L (%) | 276.5882 | 293.9654 | -17.3772 | -53.6557 | 539.0157 | -592.6714 |
Avg Daily Profit (%) | 0.14 | 0.1488 | -0.0088 | -0.0389 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155052 | -98728 | -232643 | -515525 | -229563 | -794053 |
Profit Factor | 1.4064 | 1.9697 | 0.954 | 0.964 | 2.0549 | 0.3952 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 53.3333 | 50 | 56.7568 | 53.3333 | 50 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2306 | 1.9697 | 0.7268 | 0.8435 | 2.0549 | 0.3011 |
Largest Winning Trade | 128068 | 128068 | 72617 | 268508 | 268508 | 74437 |
Largest Losing Trade | -59959 | -59959 | -51539 | -272183 | -168249 | -272183 |
Avg Bars in Trades | 154 | 129 | 178 | 154 | 129 | 178 |
Avg Bars in Winners | 199 | 169 | 226 | 199 | 169 | 226 |
Avg Bars in Losers | 102 | 90 | 115 | 102 | 90 | 115 |
Bars Traded | 11552 | 4936 | 6616 | 11552 | 4936 | 6616 |
Profit Streak | 0 | 0 | 708.5674 | 0 | 0 | 708.5674 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66285 | 335013 | -578939 | -641623 | -63259 | -578939 |
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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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