Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63847.3345 | -310.5958 | 64157.9303 | 34503.9232 | -163.1543 | 34667.0774 |
Total P&L (%) | 63.8473 | -0.3106 | 64.1579 | 34.5039 | -0.1632 | 34.6671 |
Avg Daily Profit (%) | 0.2452 | -0.0012 | 0.2464 | 0.1139 | -0.0006 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54303 | -16097 | -48092 | -102183 | -18670 | -90017 |
Profit Factor | 1.5352 | 0.9913 | 1.7657 | 1.185 | 0.9966 | 1.2493 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 54.2373 | 46.6667 | 62.069 | 54.2373 | 46.6667 | 62.069 |
Ratio Avg Win / Avg Loss | 1.2953 | 1.1329 | 1.079 | 0.9999 | 1.1389 | 0.7635 |
Largest Winning Trade | 52006 | 12619 | 52006 | 53767 | 18884 | 53767 |
Largest Losing Trade | -46712 | -5694 | -46712 | -86236 | -7926 | -86236 |
Avg Bars in Trades | 416 | 31 | 814 | 416 | 31 | 814 |
Avg Bars in Winners | 437 | 25 | 757 | 437 | 25 | 757 |
Avg Bars in Losers | 390 | 36 | 906 | 390 | 36 | 906 |
Bars Traded | 24546 | 938 | 23608 | 24546 | 938 | 23608 |
Profit Streak | 2.3053 | 2.3782 | 0 | 2.3053 | 2.3782 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173023 | -583579 | 359232 | -244491 | -583579 | -44806 |
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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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