Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22935.3348 | 32968.3097 | -10032.9748 | 22868.7208 | 33473.1074 | -10604.3866 |
Total P&L (%) | 22.9353 | 32.9683 | -10.033 | 22.8687 | 33.4731 | -10.6044 |
Avg Daily Profit (%) | 0.4404 | 0.633 | -0.1926 | 0.3962 | 0.5559 | -0.215 |
Buy And Hold Return (%) | 14.4189 | 14.4189 | 14.4189 | 14.4189 | 14.4189 | 14.4189 |
Max Trade Drawdown | -26149 | -20282 | -10898 | -28560 | -22436 | -11615 |
Profit Factor | 1.4465 | 1.884 | 0.2868 | 1.4184 | 1.8419 | 0.2884 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Losing Trades | 33 | 10 | 23 | 33 | 10 | 23 |
Profitability (%) | 61.1765 | 76.1905 | 46.5116 | 61.1765 | 76.1905 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.918 | 0.5888 | 0.3299 | 0.9001 | 0.5756 | 0.3317 |
Largest Winning Trade | 6982 | 6982 | 607 | 7640 | 7640 | 741 |
Largest Losing Trade | -8522 | -8522 | -4060 | -10167 | -10167 | -4231 |
Avg Bars in Trades | 228 | 456 | 6 | 228 | 456 | 6 |
Avg Bars in Winners | 212 | 343 | 3 | 212 | 343 | 3 |
Avg Bars in Losers | 254 | 818 | 9 | 254 | 818 | 9 |
Bars Traded | 19454 | 19170 | 284 | 19454 | 19170 | 284 |
Profit Streak | 3.6098 | 10.0535 | 3.6098 | 3.6098 | 10.0535 | 3.6098 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -856 | 371329 | -583887 | -1436 | 353084 | -583887 |
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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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