Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52938.0359 | -7846.4582 | 60784.4941 | 49240.6059 | -14420.7286 | 63661.3345 |
Total P&L (%) | 52.938 | -7.8465 | 60.7845 | 49.2406 | -14.4207 | 63.6613 |
Avg Daily Profit (%) | 0.2033 | -0.0301 | 0.2334 | 0.1539 | -0.0598 | 0.1893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36894 | -13697 | -32490 | -80751 | -25224 | -71153 |
Profit Factor | 1.582 | 0.6764 | 1.9111 | 1.2867 | 0.6384 | 1.4828 |
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 | 1.6874 | 0.8214 | 1.7917 | 1.3725 | 0.7752 | 1.3902 |
Largest Winning Trade | 17288 | 6519 | 17288 | 32545 | 9966 | 32545 |
Largest Losing Trade | -21329 | -5594 | -21329 | -47517 | -7315 | -47517 |
Avg Bars in Trades | 398 | 10 | 786 | 398 | 10 | 786 |
Avg Bars in Winners | 365 | 10 | 675 | 365 | 10 | 675 |
Avg Bars in Losers | 430 | 10 | 905 | 430 | 10 | 905 |
Bars Traded | 24727 | 339 | 24388 | 24727 | 339 | 24388 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151092 | -583817 | 349004 | -154693 | -583817 | 254961 |
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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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