Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64570.0672 | 67389.6066 | -2819.5394 | 69771.4961 | 73074.2535 | -3302.7573 |
Total P&L (%) | 64.5701 | 67.3896 | -2.8195 | 69.7715 | 73.0743 | -3.3028 |
Avg Daily Profit (%) | 0.2479 | 0.2588 | -0.0108 | 0.2034 | 0.2109 | -0.0129 |
Buy And Hold Return (%) | 17.0013 | 17.0013 | 17.0013 | 17.0013 | 17.0013 | 17.0013 |
Max Trade Drawdown | -30104 | -26299 | -9250 | -30992 | -26941 | -9342 |
Profit Factor | 1.7589 | 2.1633 | 0.8962 | 1.7207 | 2.1117 | 0.8937 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 56.1644 | 61.1111 | 51.3514 | 56.1644 | 61.1111 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3728 | 1.3767 | 0.849 | 1.343 | 1.3438 | 0.8467 |
Largest Winning Trade | 23715 | 23715 | 4778 | 20413 | 20413 | 3607 |
Largest Losing Trade | -26299 | -26299 | -3804 | -26941 | -26941 | -4292 |
Avg Bars in Trades | 320 | 621 | 26 | 320 | 621 | 26 |
Avg Bars in Winners | 269 | 483 | 21 | 269 | 483 | 21 |
Avg Bars in Losers | 384 | 839 | 31 | 384 | 839 | 31 |
Bars Traded | 23370 | 22389 | 981 | 23370 | 22389 | 981 |
Profit Streak | 0 | 9.8505 | 0 | 0 | 9.8505 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68743 | 344887 | -581159 | -68925 | 337256 | -581159 |
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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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