Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20825.8365 | -8288.3019 | 29114.1384 | 19751.995 | -9933.1474 | 29685.1424 |
Total P&L (%) | 20.8258 | -8.2883 | 29.1141 | 19.752 | -9.9331 | 29.6851 |
Avg Daily Profit (%) | 0.3999 | -0.1591 | 0.559 | 0.3467 | -0.2007 | 0.5004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13544 | -11119 | -10521 | -16225 | -13169 | -12932 |
Profit Factor | 1.3985 | 0.5629 | 1.8743 | 1.3186 | 0.5542 | 1.7476 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 47.2973 | 40.5405 | 54.0541 | 47.2973 | 40.5405 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.5583 | 0.8255 | 1.5931 | 1.4693 | 0.8129 | 1.4855 |
Largest Winning Trade | 11623 | 1547 | 11623 | 11414 | 1695 | 11414 |
Largest Losing Trade | -9454 | -1664 | -9454 | -11615 | -1989 | -11615 |
Avg Bars in Trades | 320 | 44 | 596 | 320 | 44 | 596 |
Avg Bars in Winners | 399 | 43 | 666 | 399 | 43 | 666 |
Avg Bars in Losers | 249 | 44 | 514 | 249 | 44 | 514 |
Bars Traded | 23721 | 1634 | 22087 | 23721 | 1634 | 22087 |
Profit Streak | 5.6151 | 0 | 5.6192 | 5.6151 | 0 | 5.6192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66393 | -585952 | 368485 | -69162 | -585952 | 303463 |
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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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