Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50343.3395 | 50931.2996 | -587.96 | 61086.6994 | 62583.8926 | -1497.1933 |
Total P&L (%) | 50.3433 | 50.9313 | -0.588 | 61.0867 | 62.5839 | -1.4972 |
Avg Daily Profit (%) | 0.9667 | 0.9779 | -0.0113 | 0.9197 | 0.9376 | -0.029 |
Buy And Hold Return (%) | 39.4815 | 39.4815 | 39.4815 | 39.4815 | 39.4815 | 39.4815 |
Max Trade Drawdown | -8291 | -8006 | -4705 | -9904 | -9577 | -5934 |
Profit Factor | 2.54 | 3.4961 | 0.9521 | 2.5166 | 3.5672 | 0.9058 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 57.6271 | 62.069 | 53.3333 | 57.6271 | 62.069 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8676 | 2.1365 | 0.8331 | 1.8504 | 2.1799 | 0.7926 |
Largest Winning Trade | 10747 | 10747 | 2890 | 12799 | 12799 | 3888 |
Largest Losing Trade | -6649 | -6649 | -2081 | -8046 | -8046 | -2813 |
Avg Bars in Trades | 372 | 726 | 29 | 372 | 726 | 29 |
Avg Bars in Winners | 422 | 771 | 28 | 422 | 771 | 28 |
Avg Bars in Losers | 304 | 652 | 31 | 304 | 652 | 31 |
Bars Traded | 21965 | 21072 | 893 | 21965 | 21072 | 893 |
Profit Streak | 0 | 4.9366 | 0 | 0 | 4.9366 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243019 | -54959 | -581616 | -172825 | 394650 | -581616 |
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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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