Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51116.0905 | -782.6282 | 51898.7187 | 43837.0861 | -11547.7685 | 55384.8546 |
Total P&L (%) | 51.1161 | -0.7826 | 51.8987 | 43.8371 | -11.5478 | 55.3849 |
Avg Daily Profit (%) | 0.1963 | -0.003 | 0.1993 | 0.1397 | -0.0471 | 0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51675 | -22744 | -33904 | -108111 | -45132 | -70659 |
Profit Factor | 1.4689 | 0.9804 | 1.7522 | 1.2085 | 0.8465 | 1.41 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.5195 | 1.2821 | 1.4237 | 1.2501 | 1.1069 | 1.1456 |
Largest Winning Trade | 22081 | 17384 | 22081 | 33724 | 22618 | 33724 |
Largest Losing Trade | -24249 | -6226 | -24249 | -45020 | -14409 | -45020 |
Avg Bars in Trades | 389 | 52 | 737 | 389 | 52 | 737 |
Avg Bars in Winners | 304 | 27 | 528 | 304 | 27 | 528 |
Avg Bars in Losers | 471 | 70 | 995 | 471 | 70 | 995 |
Bars Traded | 22957 | 1565 | 21392 | 22957 | 1565 | 21392 |
Profit Streak | 0 | 0 | 13.2242 | 0 | 0 | 13.2242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172667 | -583146 | 304017 | -190142 | -583146 | 250805 |
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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) |
---|