Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52958.246 | -5472.5706 | 58430.8165 | 42230.7914 | -8745.2638 | 50976.0552 |
Total P&L (%) | 52.9582 | -5.4726 | 58.4308 | 42.2308 | -8.7453 | 50.9761 |
Avg Daily Profit (%) | 0.2034 | -0.021 | 0.2244 | 0.1354 | -0.0351 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46429 | -6621 | -45275 | -78901 | -10898 | -76677 |
Profit Factor | 1.5404 | 0.5228 | 1.6753 | 1.2925 | 0.471 | 1.3988 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 57.1429 | 50 | 64.5161 | 57.1429 | 50 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1553 | 0.5228 | 0.9214 | 0.9694 | 0.471 | 0.7693 |
Largest Winning Trade | 24817 | 1362 | 24817 | 32946 | 1493 | 32946 |
Largest Losing Trade | -26319 | -1320 | -26319 | -49023 | -2403 | -49023 |
Avg Bars in Trades | 385 | 1 | 780 | 385 | 1 | 780 |
Avg Bars in Winners | 420 | 1 | 756 | 420 | 1 | 756 |
Avg Bars in Losers | 337 | 1 | 825 | 337 | 1 | 825 |
Bars Traded | 24263 | 54 | 24209 | 24263 | 54 | 24209 |
Profit Streak | 0 | 0 | 20.6406 | 0 | 0 | 20.6406 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143402 | -581372 | 304320 | -167440 | -581372 | 216605 |
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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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