Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30813.2095 | 34783.1391 | -3969.9295 | 32239.2418 | 36530.2738 | -4291.032 |
Total P&L (%) | 30.8132 | 34.7831 | -3.9699 | 32.2392 | 36.5303 | -4.291 |
Avg Daily Profit (%) | 0.5917 | 0.6679 | -0.0762 | 0.538 | 0.5997 | -0.0842 |
Buy And Hold Return (%) | 12.0978 | 12.0978 | 12.0978 | 12.0978 | 12.0978 | 12.0978 |
Max Trade Drawdown | -16121 | -14305 | -4509 | -18392 | -16493 | -4890 |
Profit Factor | 1.8921 | 2.3498 | 0.5474 | 1.8439 | 2.2743 | 0.55 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Losing Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Profitability (%) | 44.0678 | 58.6207 | 30 | 44.0678 | 58.6207 | 30 |
Ratio Avg Win / Avg Loss | 2.4015 | 1.6587 | 1.2772 | 2.3403 | 1.6054 | 1.2834 |
Largest Winning Trade | 12939 | 12939 | 2738 | 14972 | 14972 | 2971 |
Largest Losing Trade | -8012 | -8012 | -2085 | -9340 | -9340 | -2280 |
Avg Bars in Trades | 324 | 654 | 5 | 324 | 654 | 5 |
Avg Bars in Winners | 407 | 620 | 4 | 407 | 620 | 4 |
Avg Bars in Losers | 258 | 701 | 5 | 258 | 701 | 5 |
Bars Traded | 19128 | 18971 | 157 | 19128 | 18971 | 157 |
Profit Streak | 0 | 9.3574 | 0 | 0 | 9.3574 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172816 | 489314 | -588160 | -173263 | 467701 | -588160 |
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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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