Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46744.1255 | -6601.1306 | 53345.2561 | 38500.9352 | -12296.0168 | 50796.9519 |
Total P&L (%) | 46.7441 | -6.6011 | 53.3453 | 38.5009 | -12.296 | 50.797 |
Avg Daily Profit (%) | 0.1795 | -0.0253 | 0.2048 | 0.1251 | -0.0504 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30516 | -40207 | -17898 | -36397 | -47118 | -19992 |
Profit Factor | 1.3151 | 0.9286 | 1.9535 | 1.2283 | 0.8833 | 1.8027 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 64 | 54.0541 | 73.6842 | 64 | 54.0541 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.7397 | 0.7893 | 0.6977 | 0.6909 | 0.7508 | 0.6438 |
Largest Winning Trade | 17253 | 12522 | 17253 | 16316 | 13884 | 16316 |
Largest Losing Trade | -18317 | -18317 | -16668 | -20643 | -20643 | -19978 |
Avg Bars in Trades | 329 | 386 | 273 | 329 | 386 | 273 |
Avg Bars in Winners | 215 | 255 | 186 | 215 | 255 | 186 |
Avg Bars in Losers | 532 | 541 | 516 | 532 | 541 | 516 |
Bars Traded | 24697 | 14316 | 10381 | 24697 | 14316 | 10381 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56248 | -581642 | 330208 | -90899 | -581642 | 299163 |
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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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