Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33908.9708 | 36419.0644 | -2510.0936 | 38249.5129 | 41227.8759 | -2978.363 |
Total P&L (%) | 33.909 | 36.4191 | -2.5101 | 38.2495 | 41.2279 | -2.9784 |
Avg Daily Profit (%) | 0.6511 | 0.6993 | -0.0482 | 0.6238 | 0.665 | -0.058 |
Buy And Hold Return (%) | 18.5259 | 18.5259 | 18.5259 | 18.5259 | 18.5259 | 18.5259 |
Max Trade Drawdown | -8150 | -7753 | -3581 | -9641 | -9178 | -4380 |
Profit Factor | 2.3577 | 3.0326 | 0.6444 | 2.3119 | 2.9751 | 0.6404 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 50.7246 | 55.8824 | 45.7143 | 50.7246 | 55.8824 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.2903 | 2.3942 | 0.7652 | 2.2458 | 2.3487 | 0.7604 |
Largest Winning Trade | 7667 | 7667 | 958 | 9782 | 9782 | 1043 |
Largest Losing Trade | -4861 | -4861 | -1363 | -5856 | -5856 | -1781 |
Avg Bars in Trades | 286 | 572 | 8 | 286 | 572 | 8 |
Avg Bars in Winners | 277 | 505 | 7 | 277 | 505 | 7 |
Avg Bars in Losers | 295 | 657 | 8 | 295 | 657 | 8 |
Bars Traded | 19745 | 19464 | 281 | 19745 | 19464 | 281 |
Profit Streak | 6.49 | 6.4983 | 6.49 | 6.49 | 6.4983 | 6.49 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98573 | 367966 | -582987 | -97610 | 405724 | -582987 |
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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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