Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38304.2458 | 40450.428 | -2146.1822 | 43890.0138 | 45976.1905 | -2086.1767 |
Total P&L (%) | 38.3042 | 40.4504 | -2.1462 | 43.89 | 45.9762 | -2.0862 |
Avg Daily Profit (%) | 0.7355 | 0.7767 | -0.0412 | 0.7011 | 0.729 | -0.0405 |
Buy And Hold Return (%) | 13.1858 | 13.1858 | 13.1858 | 13.1858 | 13.1858 | 13.1858 |
Max Trade Drawdown | -14078 | -12288 | -5098 | -16155 | -14064 | -5459 |
Profit Factor | 2.2248 | 2.8919 | 0.7831 | 2.2717 | 2.94 | 0.8071 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 22 | 10 | 32 | 22 | 10 |
Losing Trades | 27 | 7 | 20 | 27 | 7 | 20 |
Profitability (%) | 54.2373 | 75.8621 | 33.3333 | 54.2373 | 75.8621 | 33.3333 |
Ratio Avg Win / Avg Loss | 1.8772 | 0.9201 | 1.5661 | 1.9167 | 0.9355 | 1.6142 |
Largest Winning Trade | 8561 | 8561 | 2949 | 9312 | 9312 | 3322 |
Largest Losing Trade | -6630 | -6630 | -2371 | -7462 | -7462 | -2413 |
Avg Bars in Trades | 329 | 665 | 5 | 329 | 665 | 5 |
Avg Bars in Winners | 287 | 415 | 5 | 287 | 415 | 5 |
Avg Bars in Losers | 380 | 1449 | 5 | 380 | 1449 | 5 |
Bars Traded | 19455 | 19285 | 170 | 19455 | 19285 | 170 |
Profit Streak | 3.4455 | 6.3289 | 3.4455 | 3.4455 | 6.3289 | 3.4455 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168047 | 548119 | -586483 | -167873 | 550189 | -586483 |
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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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