Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29332.3985 | -12629.3818 | 41961.7803 | 24885.4083 | -14232.0523 | 39117.4607 |
Total P&L (%) | 29.3324 | -12.6294 | 41.9618 | 24.8854 | -14.2321 | 39.1175 |
Avg Daily Profit (%) | 0.2076 | -0.0894 | 0.2969 | 0.1574 | -0.1086 | 0.2339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31188 | -13279 | -26223 | -38050 | -15047 | -32358 |
Profit Factor | 1.3506 | 0.4601 | 1.6963 | 1.2588 | 0.4525 | 1.5575 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 54.5455 | 43.5897 | 65.7895 | 54.5455 | 43.5897 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1255 | 0.5954 | 0.8821 | 1.049 | 0.5856 | 0.8099 |
Largest Winning Trade | 10997 | 1558 | 10997 | 12333 | 1830 | 12333 |
Largest Losing Trade | -19398 | -3062 | -19398 | -23536 | -3683 | -23536 |
Avg Bars in Trades | 80 | 2 | 161 | 80 | 2 | 161 |
Avg Bars in Winners | 55 | 1 | 91 | 55 | 1 | 91 |
Avg Bars in Losers | 111 | 2 | 296 | 111 | 2 | 296 |
Bars Traded | 6218 | 83 | 6135 | 6218 | 83 | 6135 |
Profit Streak | 398.5818 | 398.5818 | 406.0818 | 398.5818 | 398.5818 | 406.0818 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41590 | -583604 | 306739 | -43041 | -583604 | 262210 |
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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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