Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298332.3408 | 316250.414 | -17918.0732 | -13464.7957 | 588064.5894 | -601529.3852 |
Total P&L (%) | 298.3323 | 316.2504 | -17.9181 | -13.4648 | 588.0646 | -601.5294 |
Avg Daily Profit (%) | 0.1601 | 0.1697 | -0.0096 | -0.0078 | 0.1036 | 0 |
Buy And Hold Return (%) | 69.6746 | 69.6746 | 69.6746 | 69.6746 | 69.6746 | 69.6746 |
Max Trade Drawdown | -265310 | -74770 | -231690 | -651801 | -46255 | -662539 |
Profit Factor | 1.5809 | 3.415 | 0.9532 | 0.9844 | 7.8663 | 0.2274 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2659 | 5.0086 | 1.3344 | 1.411 | 11.5372 | 0.3184 |
Largest Winning Trade | 180091 | 180091 | 67500 | 428292 | 428292 | 55548 |
Largest Losing Trade | -78177 | -18831 | -78177 | -520751 | -18887 | -520751 |
Avg Bars in Trades | 139 | 42 | 238 | 139 | 42 | 238 |
Avg Bars in Winners | 281 | 75 | 487 | 281 | 75 | 487 |
Avg Bars in Losers | 39 | 20 | 60 | 39 | 20 | 60 |
Bars Traded | 10161 | 1580 | 8581 | 10161 | 1580 | 8581 |
Profit Streak | 0 | 0 | 319.4372 | 0 | 0 | 319.4372 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71520 | 305161 | -580967 | -658851 | -49463 | -582634 |
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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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