Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31616.888 | -8863.3924 | 40480.2804 | 29835.5194 | -8876.2189 | 38711.7383 |
Total P&L (%) | 31.6169 | -8.8634 | 40.4803 | 29.8355 | -8.8762 | 38.7117 |
Avg Daily Profit (%) | 0.3642 | -0.1021 | 0.4663 | 0.3012 | -0.107 | 0.3777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13626 | -11775 | -10844 | -14074 | -11727 | -11701 |
Profit Factor | 1.6132 | 0.4548 | 2.1465 | 1.5637 | 0.4511 | 2.0533 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 53.7313 | 44.1176 | 63.6364 | 53.7313 | 44.1176 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.3891 | 0.5761 | 1.2266 | 1.3466 | 0.5714 | 1.1733 |
Largest Winning Trade | 27933 | 2015 | 27933 | 28311 | 1976 | 28311 |
Largest Losing Trade | -8709 | -6177 | -8709 | -9529 | -5929 | -9529 |
Avg Bars in Trades | 369 | 14 | 736 | 369 | 14 | 736 |
Avg Bars in Winners | 416 | 13 | 704 | 416 | 13 | 704 |
Avg Bars in Losers | 315 | 14 | 792 | 315 | 14 | 792 |
Bars Traded | 24779 | 484 | 24295 | 24779 | 484 | 24295 |
Profit Streak | 2.1098 | 2.1098 | 2.1132 | 2.1098 | 2.1098 | 2.1132 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115976 | -586448 | 306517 | -116920 | -586448 | 267101 |
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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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