Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68181.6893 | -13501.4196 | 81683.1089 | 62425.3455 | -14727.9454 | 77153.2909 |
Total P&L (%) | 68.1817 | -13.5014 | 81.6831 | 62.4253 | -14.7279 | 77.1533 |
Avg Daily Profit (%) | 0.2618 | -0.0518 | 0.3137 | 0.1864 | -0.0612 | 0.2198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55949 | -21721 | -45587 | -89186 | -24844 | -74865 |
Profit Factor | 1.6832 | 0.4904 | 2.1144 | 1.4345 | 0.5487 | 1.6948 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 49.1525 | 36.6667 | 62.069 | 49.1525 | 36.6667 | 62.069 |
Ratio Avg Win / Avg Loss | 1.7413 | 0.847 | 1.2921 | 1.484 | 0.9477 | 1.0357 |
Largest Winning Trade | 36292 | 6471 | 36292 | 41111 | 8685 | 41111 |
Largest Losing Trade | -13799 | -7679 | -13799 | -27152 | -9861 | -27152 |
Avg Bars in Trades | 417 | 116 | 730 | 417 | 116 | 730 |
Avg Bars in Winners | 564 | 309 | 720 | 564 | 309 | 720 |
Avg Bars in Losers | 276 | 4 | 745 | 276 | 4 | 745 |
Bars Traded | 24658 | 3484 | 21174 | 24658 | 3484 | 21174 |
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 | -170007 | -587406 | 418185 | -173318 | -587406 | 360166 |
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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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