Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43885.3052 | -4940.5866 | 48825.8918 | 32604.235 | 118.6827 | 32485.5523 |
Total P&L (%) | 43.8853 | -4.9406 | 48.8259 | 32.6042 | 0.1187 | 32.4856 |
Avg Daily Profit (%) | 0.1685 | -0.019 | 0.1875 | 0.1084 | 0.0005 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32216 | -24579 | -29358 | -56851 | -26481 | -53193 |
Profit Factor | 1.3745 | 0.8866 | 1.6634 | 1.193 | 1.0023 | 1.2784 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 60.3175 | 46.875 | 74.1935 | 60.3175 | 46.875 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.9043 | 1.0048 | 0.5786 | 0.7849 | 1.1359 | 0.4447 |
Largest Winning Trade | 11422 | 11136 | 11422 | 15792 | 14676 | 15792 |
Largest Losing Trade | -29358 | -17211 | -29358 | -53193 | -18641 | -53193 |
Avg Bars in Trades | 385 | 48 | 733 | 385 | 48 | 733 |
Avg Bars in Winners | 290 | 37 | 455 | 290 | 37 | 455 |
Avg Bars in Losers | 529 | 58 | 1530 | 529 | 58 | 1530 |
Bars Traded | 24276 | 1547 | 22729 | 24276 | 1547 | 22729 |
Profit Streak | 0 | 0 | 13.1509 | 0 | 0 | 13.1509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146710 | -581754 | 315247 | -212103 | -578649 | -51001 |
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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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