Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39136.2392 | -29903.8562 | 69040.0954 | 15138.2783 | -41197.0811 | 56335.3594 |
Total P&L (%) | 39.1362 | -29.9039 | 69.0401 | 15.1383 | -41.1971 | 56.3354 |
Avg Daily Profit (%) | 0.1503 | -0.1148 | 0.2651 | 0.0541 | -0.2037 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50930 | -33133 | -33891 | -79796 | -45280 | -53411 |
Profit Factor | 1.2074 | 0.5521 | 1.5664 | 1.0593 | 0.5316 | 1.3364 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 56.6667 | 53.3333 | 60 | 56.6667 | 53.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.9233 | 0.4831 | 1.0443 | 0.81 | 0.4651 | 0.891 |
Largest Winning Trade | 20351 | 6323 | 20351 | 21830 | 8685 | 21830 |
Largest Losing Trade | -25685 | -20322 | -25685 | -35655 | -25776 | -35655 |
Avg Bars in Trades | 274 | 58 | 489 | 274 | 58 | 489 |
Avg Bars in Winners | 188 | 37 | 323 | 188 | 37 | 323 |
Avg Bars in Losers | 385 | 83 | 738 | 385 | 83 | 738 |
Bars Traded | 24674 | 2635 | 22039 | 24674 | 2635 | 22039 |
Profit Streak | 4.0352 | 4.0769 | 0 | 4.0352 | 4.0769 | 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 | 81731 | -581823 | 352520 | -288214 | -581823 | 182704 |
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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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