Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58554.9093 | -935.4476 | 59490.3569 | 51562.1662 | -13521.473 | 65083.6391 |
Total P&L (%) | 58.5549 | -0.9354 | 59.4904 | 51.5622 | -13.5215 | 65.0836 |
Avg Daily Profit (%) | 0.2248 | -0.0036 | 0.2284 | 0.1598 | -0.0558 | 0.1927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54429 | -28336 | -41932 | -109128 | -48071 | -89090 |
Profit Factor | 1.4069 | 0.9854 | 1.7472 | 1.2073 | 0.873 | 1.4573 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 60.2564 | 51.2821 | 69.2308 | 60.2564 | 51.2821 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.9279 | 0.9362 | 0.7765 | 0.7963 | 0.8293 | 0.6477 |
Largest Winning Trade | 14580 | 7525 | 14580 | 22370 | 12230 | 22370 |
Largest Losing Trade | -24725 | -15404 | -24725 | -41077 | -24437 | -41077 |
Avg Bars in Trades | 315 | 137 | 492 | 315 | 137 | 492 |
Avg Bars in Winners | 232 | 94 | 335 | 232 | 94 | 335 |
Avg Bars in Losers | 440 | 183 | 847 | 440 | 183 | 847 |
Bars Traded | 24586 | 5371 | 19215 | 24586 | 5371 | 19215 |
Profit Streak | 0 | 0 | 9.6335 | 0 | 0 | 9.6335 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32424 | -581986 | 357247 | -34666 | -581986 | 318053 |
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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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