Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36960.4812 | -10775.6223 | 47736.1035 | 27395.8233 | -16093.3861 | 43489.2095 |
Total P&L (%) | 36.9605 | -10.7756 | 47.7361 | 27.3958 | -16.0934 | 43.4892 |
Avg Daily Profit (%) | 0.1419 | -0.0414 | 0.1833 | 0.093 | -0.0674 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25561 | -13137 | -24093 | -40347 | -17681 | -33923 |
Profit Factor | 1.3077 | 0.7536 | 1.625 | 1.1648 | 0.7324 | 1.4097 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 48.6486 | 45.9459 | 51.3514 | 48.6486 | 45.9459 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3804 | 0.8866 | 1.5395 | 1.2295 | 0.8616 | 1.3355 |
Largest Winning Trade | 31665 | 6304 | 31665 | 31890 | 7886 | 31890 |
Largest Losing Trade | -10614 | -5043 | -10614 | -15930 | -7294 | -15930 |
Avg Bars in Trades | 316 | 66 | 566 | 316 | 66 | 566 |
Avg Bars in Winners | 434 | 84 | 748 | 434 | 84 | 748 |
Avg Bars in Losers | 204 | 51 | 374 | 204 | 51 | 374 |
Bars Traded | 23428 | 2478 | 20950 | 23428 | 2478 | 20950 |
Profit Streak | 15.141 | 0 | 18.9848 | 15.141 | 0 | 18.9848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76046 | -583744 | 319351 | -181522 | -583744 | -9109 |
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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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