Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33893.0283 | -7465.4022 | 41358.4306 | 33079.786 | -8239.0716 | 41318.8576 |
Total P&L (%) | 33.893 | -7.4654 | 41.3584 | 33.0798 | -8.2391 | 41.3189 |
Avg Daily Profit (%) | 0.3904 | -0.086 | 0.4764 | 0.3297 | -0.099 | 0.3992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12839 | -8420 | -10629 | -14967 | -9423 | -11838 |
Profit Factor | 1.5991 | 0.3183 | 1.9066 | 1.5328 | 0.3158 | 1.8257 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 32.8767 | 21.6216 | 44.4444 | 32.8767 | 21.6216 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.2649 | 1.1538 | 2.3832 | 3.1295 | 1.1447 | 2.2821 |
Largest Winning Trade | 21886 | 1069 | 21886 | 23727 | 1069 | 23727 |
Largest Losing Trade | -4578 | -1282 | -4578 | -4694 | -1381 | -4694 |
Avg Bars in Trades | 322 | 3 | 649 | 322 | 3 | 649 |
Avg Bars in Winners | 670 | 4 | 1003 | 670 | 4 | 1003 |
Avg Bars in Losers | 151 | 3 | 366 | 151 | 3 | 366 |
Bars Traded | 23520 | 131 | 23389 | 23520 | 131 | 23389 |
Profit Streak | 3.1375 | 3.1375 | 4.5785 | 3.1375 | 3.1375 | 4.5785 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75658 | -625942 | 304426 | -76654 | -625942 | 274916 |
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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) |
---|