Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31329.1383 | 35702.3646 | -4373.2263 | 33790.3034 | 38413.4035 | -4623.1001 |
Total P&L (%) | 31.3291 | 35.7024 | -4.3732 | 33.7903 | 38.4134 | -4.6231 |
Avg Daily Profit (%) | 0.6016 | 0.6855 | -0.084 | 0.5605 | 0.6261 | -0.0908 |
Buy And Hold Return (%) | 18.0956 | 18.0956 | 18.0956 | 18.0956 | 18.0956 | 18.0956 |
Max Trade Drawdown | -20043 | -17967 | -7039 | -22016 | -19681 | -7440 |
Profit Factor | 1.8526 | 2.4084 | 0.6163 | 1.8617 | 2.4152 | 0.617 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 25 | 10 | 35 | 25 | 10 |
Losing Trades | 32 | 8 | 24 | 32 | 8 | 24 |
Profitability (%) | 52.2388 | 75.7576 | 29.4118 | 52.2388 | 75.7576 | 29.4118 |
Ratio Avg Win / Avg Loss | 1.6938 | 0.7707 | 1.4791 | 1.7021 | 0.7729 | 1.4807 |
Largest Winning Trade | 10369 | 10369 | 3055 | 12616 | 12616 | 3360 |
Largest Losing Trade | -6597 | -6597 | -2129 | -7769 | -7769 | -2342 |
Avg Bars in Trades | 289 | 581 | 6 | 289 | 581 | 6 |
Avg Bars in Winners | 241 | 333 | 13 | 241 | 333 | 13 |
Avg Bars in Losers | 341 | 1354 | 3 | 341 | 1354 | 3 |
Bars Traded | 19380 | 19173 | 207 | 19380 | 19173 | 207 |
Profit Streak | 0 | 3.3427 | 0 | 0 | 3.3427 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116877 | 282566 | -590722 | -116304 | 300719 | -590722 |
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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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