Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50080.3893 | -1957.207 | 52037.5964 | 45982.114 | -3998.6515 | 49980.7655 |
Total P&L (%) | 50.0804 | -1.9572 | 52.0376 | 45.9821 | -3.9987 | 49.9808 |
Avg Daily Profit (%) | 0.1923 | -0.0075 | 0.1998 | 0.1454 | -0.0157 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27310 | -14560 | -20938 | -44417 | -22822 | -35279 |
Profit Factor | 1.4856 | 0.9301 | 1.6928 | 1.302 | 0.9011 | 1.4469 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 56.9444 | 52.7778 | 61.1111 | 56.9444 | 52.7778 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1233 | 0.8322 | 1.0772 | 0.9844 | 0.8062 | 0.9207 |
Largest Winning Trade | 26926 | 4573 | 26926 | 25992 | 6442 | 25992 |
Largest Losing Trade | -18072 | -3788 | -18072 | -27846 | -6089 | -27846 |
Avg Bars in Trades | 332 | 13 | 651 | 332 | 13 | 651 |
Avg Bars in Winners | 274 | 16 | 496 | 274 | 16 | 496 |
Avg Bars in Losers | 409 | 9 | 896 | 409 | 9 | 896 |
Bars Traded | 23947 | 478 | 23469 | 23947 | 478 | 23469 |
Profit Streak | 0 | 8.659 | 0 | 0 | 8.659 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76549 | -580312 | 308198 | -86227 | -580867 | 189555 |
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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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