Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2519.3883 | -25563.8941 | 28083.2824 | -9346.3462 | -33666.2871 | 24319.9409 |
Total P&L (%) | 2.5194 | -25.5639 | 28.0833 | -9.3463 | -33.6663 | 24.3199 |
Avg Daily Profit (%) | 0.0178 | -0.1809 | 0.1987 | -0.0694 | -0.2901 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55553 | -34424 | -28499 | -78712 | -42990 | -47670 |
Profit Factor | 1.0221 | 0.6566 | 1.7137 | 0.9405 | 0.6489 | 1.3978 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 72 | 60.5263 | 83.7838 | 72 | 60.5263 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.3975 | 0.4282 | 0.3317 | 0.3657 | 0.4232 | 0.2705 |
Largest Winning Trade | 6343 | 5393 | 6343 | 9549 | 7896 | 9549 |
Largest Losing Trade | -28499 | -21854 | -28499 | -47670 | -26510 | -47670 |
Avg Bars in Trades | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Winners | 47 | 28 | 61 | 47 | 28 | 61 |
Avg Bars in Losers | 189 | 158 | 265 | 189 | 158 | 265 |
Bars Traded | 6543 | 3030 | 3512 | 6543 | 3030 | 3512 |
Profit Streak | 384.4875 | 384.4875 | 397.1333 | 384.4875 | 384.4875 | 397.1333 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591608 | -580588 | 310598 | -639736 | -580588 | 218322 |
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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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