Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57742.3436 | -7053.3849 | 64795.7286 | 38524.8331 | -11183.0678 | 49707.9009 |
Total P&L (%) | 57.7423 | -7.0534 | 64.7957 | 38.5248 | -11.1831 | 49.7079 |
Avg Daily Profit (%) | 0.2217 | -0.0271 | 0.2488 | 0.1252 | -0.0455 | 0.1551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40315 | -11201 | -42610 | -67377 | -17149 | -61225 |
Profit Factor | 1.3727 | 0.6811 | 1.4879 | 1.1794 | 0.6313 | 1.2695 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52 | 50 | 54.0541 | 52 | 50 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.2671 | 0.6811 | 1.2647 | 1.0886 | 0.6313 | 1.0791 |
Largest Winning Trade | 32009 | 1688 | 32009 | 33506 | 2310 | 33506 |
Largest Losing Trade | -24918 | -4432 | -24918 | -34002 | -7383 | -34002 |
Avg Bars in Trades | 325 | 9 | 649 | 325 | 9 | 649 |
Avg Bars in Winners | 382 | 9 | 736 | 382 | 9 | 736 |
Avg Bars in Losers | 263 | 9 | 547 | 263 | 9 | 547 |
Bars Traded | 24404 | 356 | 24048 | 24404 | 356 | 24048 |
Profit Streak | 4.8069 | 4.8069 | 4.8173 | 4.8069 | 4.8069 | 4.8173 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53894 | -580791 | 309745 | -112851 | -581069 | 196409 |
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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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