Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52385.1774 | -14604.1609 | 66989.3382 | 49405.1251 | -21347.4178 | 70752.5429 |
Total P&L (%) | 52.3852 | -14.6042 | 66.9893 | 49.4051 | -21.3474 | 70.7525 |
Avg Daily Profit (%) | 0.2012 | -0.0561 | 0.2572 | 0.1543 | -0.0922 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40268 | -24797 | -30389 | -62132 | -32823 | -49023 |
Profit Factor | 1.4466 | 0.6848 | 1.9439 | 1.3004 | 0.6596 | 1.6953 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 53.1646 | 50 | 56.4103 | 53.1646 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.2744 | 0.6848 | 1.5021 | 1.1456 | 0.6596 | 1.31 |
Largest Winning Trade | 16222 | 6041 | 16222 | 22544 | 7313 | 22544 |
Largest Losing Trade | -18478 | -13013 | -18478 | -29855 | -17307 | -29855 |
Avg Bars in Trades | 304 | 49 | 564 | 304 | 49 | 564 |
Avg Bars in Winners | 345 | 30 | 632 | 345 | 30 | 632 |
Avg Bars in Losers | 256 | 69 | 476 | 256 | 69 | 476 |
Bars Traded | 24016 | 1997 | 22018 | 24016 | 1997 | 22018 |
Profit Streak | 7.8527 | 7.8527 | 11.3944 | 7.8527 | 7.8527 | 11.3944 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23691 | -581469 | 437335 | -25197 | -581469 | 371425 |
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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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