Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69535.4364 | -519.7374 | 70055.1737 | 73720.5514 | -5614.0957 | 79334.6472 |
Total P&L (%) | 69.5354 | -0.5197 | 70.0552 | 73.7206 | -5.6141 | 79.3346 |
Avg Daily Profit (%) | 0.267 | -0.002 | 0.269 | 0.2123 | -0.0222 | 0.2245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27856 | -14936 | -23124 | -54743 | -25793 | -44946 |
Profit Factor | 1.4968 | 0.9879 | 1.7221 | 1.3081 | 0.9223 | 1.4752 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 51.4019 | 46.2963 | 56.6038 | 51.4019 | 46.2963 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.4151 | 1.146 | 1.3203 | 1.2368 | 1.0699 | 1.131 |
Largest Winning Trade | 30178 | 9899 | 30178 | 33620 | 14356 | 33620 |
Largest Losing Trade | -13421 | -5558 | -13421 | -26244 | -10290 | -26244 |
Avg Bars in Trades | 228 | 18 | 443 | 228 | 18 | 443 |
Avg Bars in Winners | 220 | 18 | 389 | 220 | 18 | 389 |
Avg Bars in Losers | 237 | 17 | 514 | 237 | 17 | 514 |
Bars Traded | 24498 | 988 | 23510 | 24498 | 988 | 23510 |
Profit Streak | 0 | 0 | 9.3371 | 0 | 0 | 9.3371 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306715 | -761724 | -169119 | 249498 | -761724 | -170498 |
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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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