Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32922.5494 | -1655.5737 | 34578.1232 | 35184.7929 | -2521.3954 | 37706.1882 |
Total P&L (%) | 32.9225 | -1.6556 | 34.5781 | 35.1848 | -2.5214 | 37.7062 |
Avg Daily Profit (%) | 0.6322 | -0.0318 | 0.6639 | 0.5805 | -0.049 | 0.6162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12152 | -4827 | -10742 | -15052 | -6090 | -13246 |
Profit Factor | 1.6247 | 0.9046 | 1.978 | 1.545 | 0.8786 | 1.8612 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.4458 | 61.9048 | 60.9756 | 61.4458 | 61.9048 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0194 | 0.5567 | 1.2659 | 0.9694 | 0.5407 | 1.1911 |
Largest Winning Trade | 8512 | 2743 | 8512 | 10398 | 3064 | 10398 |
Largest Losing Trade | -9923 | -4475 | -9923 | -12208 | -5473 | -12208 |
Avg Bars in Trades | 281 | 57 | 509 | 281 | 57 | 509 |
Avg Bars in Winners | 213 | 53 | 380 | 213 | 53 | 380 |
Avg Bars in Losers | 388 | 65 | 711 | 388 | 65 | 711 |
Bars Traded | 23330 | 2429 | 20901 | 23330 | 2429 | 20901 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318787 | -580692 | 393495 | 236331 | -580970 | 380712 |
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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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