Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46773.1866 | 5008.3011 | 41764.8855 | 44443.6047 | 6483.9337 | 37959.671 |
Total P&L (%) | 46.7732 | 5.0083 | 41.7649 | 44.4436 | 6.4839 | 37.9597 |
Avg Daily Profit (%) | 0.1796 | 0.0192 | 0.1604 | 0.1413 | 0.0241 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27864 | -2435 | -26980 | -42930 | -3300 | -41825 |
Profit Factor | 1.7446 | 1.5919 | 1.7684 | 1.482 | 1.5574 | 1.4711 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 49.1525 | 36.6667 | 62.069 | 49.1525 | 36.6667 | 62.069 |
Ratio Avg Win / Avg Loss | 1.8048 | 2.7497 | 1.0807 | 1.5331 | 2.6901 | 0.899 |
Largest Winning Trade | 23570 | 3440 | 23570 | 24295 | 4598 | 24295 |
Largest Losing Trade | -26980 | -777 | -26980 | -41825 | -1010 | -41825 |
Avg Bars in Trades | 415 | 3 | 841 | 415 | 3 | 841 |
Avg Bars in Winners | 689 | 5 | 1107 | 689 | 5 | 1107 |
Avg Bars in Losers | 150 | 2 | 407 | 150 | 2 | 407 |
Bars Traded | 24511 | 103 | 24408 | 24511 | 103 | 24408 |
Profit Streak | 0 | 0 | 21.0403 | 0 | 0 | 21.0403 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172090 | -335757 | 310585 | -185148 | -329441 | -29721 |
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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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