Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39534.045 | -11407.2399 | 50941.2849 | 39897.4193 | -12692.4357 | 52589.855 |
Total P&L (%) | 39.534 | -11.4072 | 50.9413 | 39.8974 | -12.6924 | 52.5899 |
Avg Daily Profit (%) | 0.4554 | -0.1314 | 0.5868 | 0.3875 | -0.1562 | 0.488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14156 | -11436 | -13287 | -15461 | -12721 | -14607 |
Profit Factor | 1.7541 | 0.0483 | 2.2598 | 1.6955 | 0.047 | 2.1939 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 22 | 2 | 20 | 22 | 2 | 20 |
Losing Trades | 51 | 35 | 16 | 51 | 35 | 16 |
Profitability (%) | 30.137 | 5.4054 | 55.5556 | 30.137 | 5.4054 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.0664 | 0.846 | 1.8078 | 3.9304 | 0.8219 | 1.7551 |
Largest Winning Trade | 26569 | 550 | 26569 | 28565 | 596 | 28565 |
Largest Losing Trade | -12757 | -1107 | -12757 | -14096 | -1566 | -14096 |
Avg Bars in Trades | 337 | 1 | 684 | 337 | 1 | 684 |
Avg Bars in Winners | 770 | 1 | 847 | 770 | 1 | 847 |
Avg Bars in Losers | 151 | 1 | 479 | 151 | 1 | 479 |
Bars Traded | 24664 | 40 | 24624 | 24664 | 40 | 24624 |
Profit Streak | 0 | 0 | 4.1376 | 0 | 0 | 4.1376 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75082 | -698339 | 471580 | -75743 | -698339 | 440548 |
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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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