Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79327.3066 | -2336.7187 | 81664.0253 | 92679.6999 | -2618.9526 | 95298.6525 |
Total P&L (%) | 79.3273 | -2.3367 | 81.664 | 92.6797 | -2.619 | 95.2987 |
Avg Daily Profit (%) | 0.3046 | -0.009 | 0.3136 | 0.2522 | -0.0102 | 0.2574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20983 | -12597 | -18168 | -40072 | -21278 | -34611 |
Profit Factor | 1.7391 | 0.9472 | 2.2953 | 1.5228 | 0.9634 | 1.9007 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 56 | 47.3684 | 64.8649 | 56 | 47.3684 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.3664 | 1.0525 | 1.2433 | 1.1965 | 1.0704 | 1.0296 |
Largest Winning Trade | 26105 | 6384 | 26105 | 27632 | 11049 | 27632 |
Largest Losing Trade | -13510 | -6671 | -13510 | -24207 | -11333 | -24207 |
Avg Bars in Trades | 323 | 33 | 621 | 323 | 33 | 621 |
Avg Bars in Winners | 391 | 33 | 659 | 391 | 33 | 659 |
Avg Bars in Losers | 237 | 33 | 551 | 237 | 33 | 551 |
Bars Traded | 24270 | 1280 | 22990 | 24270 | 1280 | 22990 |
Profit Streak | 0 | 0 | 12.5569 | 0 | 0 | 12.5569 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50916 | -581517 | 468097 | -52105 | -581517 | 423385 |
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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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