Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40857.4818 | -11529.8341 | 52387.3159 | 39378.3405 | -15202.5393 | 54580.8798 |
Total P&L (%) | 40.8575 | -11.5298 | 52.3873 | 39.3783 | -15.2025 | 54.5809 |
Avg Daily Profit (%) | 0.1569 | -0.0443 | 0.2012 | 0.1276 | -0.0633 | 0.1674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26041 | -11736 | -21755 | -39934 | -15398 | -32280 |
Profit Factor | 1.5792 | 0.5758 | 2.208 | 1.401 | 0.5709 | 1.8695 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6844 | 0.6992 | 2.07 | 1.4944 | 0.6933 | 1.7526 |
Largest Winning Trade | 19430 | 2821 | 19430 | 26321 | 3540 | 26321 |
Largest Losing Trade | -15023 | -4986 | -15023 | -21788 | -4973 | -21788 |
Avg Bars in Trades | 375 | 25 | 725 | 375 | 25 | 725 |
Avg Bars in Winners | 409 | 31 | 739 | 409 | 31 | 739 |
Avg Bars in Losers | 344 | 21 | 710 | 344 | 21 | 710 |
Bars Traded | 23303 | 802 | 22501 | 23303 | 802 | 22501 |
Profit Streak | 5.3884 | 0 | 9.5343 | 5.3884 | 0 | 9.5343 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151806 | -583261 | 379471 | -184095 | -583261 | 350822 |
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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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