Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286295.3066 | 257352.0591 | 28943.2475 | -76253.5057 | 209596.2114 | -285849.7171 |
Total P&L (%) | 286.2953 | 257.3521 | 28.9432 | -76.2535 | 209.5962 | -285.8497 |
Avg Daily Profit (%) | 0.178 | 0.16 | 0.018 | -0.0893 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168669 | -105185 | -162446 | -274136 | -69205 | -342451 |
Profit Factor | 1.4692 | 1.9378 | 1.0862 | 0.9062 | 1.9188 | 0.511 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50.6667 | 44.7368 | 56.7568 | 50.6667 | 44.7368 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4306 | 2.3938 | 0.8276 | 0.8823 | 2.3703 | 0.3893 |
Largest Winning Trade | 171719 | 171719 | 57527 | 161340 | 161340 | 70274 |
Largest Losing Trade | -89797 | -40296 | -89797 | -210588 | -59428 | -210588 |
Avg Bars in Trades | 125 | 146 | 103 | 125 | 146 | 103 |
Avg Bars in Winners | 122 | 128 | 118 | 122 | 128 | 118 |
Avg Bars in Losers | 127 | 161 | 83 | 127 | 161 | 83 |
Bars Traded | 9396 | 5581 | 3815 | 9396 | 5581 | 3815 |
Profit Streak | 0 | 0 | 90.8906 | 0 | 0 | 90.8906 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52640 | 321323 | -297938 | -641969 | -97485 | -579337 |
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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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