Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43410.8229 | -4600.6292 | 48011.4521 | 45044.5303 | -3324.0254 | 48368.5558 |
Total P&L (%) | 43.4108 | -4.6006 | 48.0115 | 45.0445 | -3.324 | 48.3686 |
Avg Daily Profit (%) | 0.5001 | -0.053 | 0.5531 | 0.4293 | -0.0389 | 0.4555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21343 | -11886 | -14504 | -21260 | -11888 | -14358 |
Profit Factor | 1.814 | 0.7514 | 2.3786 | 1.8211 | 0.8214 | 2.3344 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 58.4615 | 51.5152 | 65.625 | 58.4615 | 51.5152 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2889 | 0.7072 | 1.246 | 1.294 | 0.773 | 1.2228 |
Largest Winning Trade | 29558 | 2563 | 29558 | 32227 | 3630 | 32227 |
Largest Losing Trade | -10069 | -2573 | -10069 | -9783 | -2696 | -9783 |
Avg Bars in Trades | 362 | 41 | 692 | 362 | 41 | 692 |
Avg Bars in Winners | 340 | 44 | 580 | 340 | 44 | 580 |
Avg Bars in Losers | 391 | 37 | 907 | 391 | 37 | 907 |
Bars Traded | 23532 | 1359 | 22173 | 23532 | 1359 | 22173 |
Profit Streak | 0.5251 | 0.9869 | 0 | 0.5251 | 0.9869 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129677 | -584602 | 453417 | -130123 | -584602 | 421466 |
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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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