Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34840.0979 | -17435.1303 | 52275.2282 | 19090.0112 | -25400.751 | 44490.7622 |
Total P&L (%) | 34.8401 | -17.4351 | 52.2752 | 19.09 | -25.4008 | 44.4908 |
Avg Daily Profit (%) | 0.1338 | -0.067 | 0.2007 | 0.0671 | -0.1125 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41518 | -21908 | -35902 | -70008 | -30440 | -61366 |
Profit Factor | 1.2716 | 0.5821 | 1.604 | 1.1055 | 0.5353 | 1.3521 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Profitability (%) | 51.3889 | 36.1111 | 66.6667 | 51.3889 | 36.1111 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2029 | 1.0299 | 0.802 | 1.0457 | 0.9471 | 0.6761 |
Largest Winning Trade | 14418 | 12406 | 14418 | 22214 | 14427 | 22214 |
Largest Losing Trade | -28822 | -10315 | -28822 | -48957 | -12898 | -48957 |
Avg Bars in Trades | 343 | 14 | 671 | 343 | 14 | 671 |
Avg Bars in Winners | 320 | 15 | 485 | 320 | 15 | 485 |
Avg Bars in Losers | 367 | 14 | 1044 | 367 | 14 | 1044 |
Bars Traded | 24724 | 538 | 24186 | 24724 | 538 | 24186 |
Profit Streak | 0 | 0 | 43.9874 | 0 | 0 | 43.9874 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102191 | -585632 | 304349 | -300329 | -587299 | -5572 |
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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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