Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33070.6918 | -722.2339 | 33792.9257 | 36597.3316 | -2066.0538 | 38663.3854 |
Total P&L (%) | 33.0707 | -0.7222 | 33.7929 | 36.5973 | -2.0661 | 38.6634 |
Avg Daily Profit (%) | 0.635 | -0.0139 | 0.6489 | 0.6006 | -0.0401 | 0.6296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10857 | -8436 | -10359 | -15139 | -11824 | -14393 |
Profit Factor | 1.8472 | 0.9568 | 2.5153 | 1.7197 | 0.9052 | 2.3304 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 59.1549 | 50 | 68.5714 | 59.1549 | 50 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.2755 | 0.9568 | 1.1529 | 1.1874 | 0.9052 | 1.0681 |
Largest Winning Trade | 6440 | 3570 | 6440 | 7067 | 4766 | 7067 |
Largest Losing Trade | -7165 | -5637 | -7165 | -9890 | -7977 | -9890 |
Avg Bars in Trades | 323 | 72 | 581 | 323 | 72 | 581 |
Avg Bars in Winners | 297 | 70 | 468 | 297 | 70 | 468 |
Avg Bars in Losers | 360 | 74 | 829 | 360 | 74 | 829 |
Bars Traded | 22957 | 2602 | 20355 | 22957 | 2602 | 20355 |
Profit Streak | 2.9608 | 2.967 | 0 | 2.9608 | 2.967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82159 | -583738 | 457488 | -82386 | -583738 | 454306 |
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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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