Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39657.3445 | -1265.0312 | 40922.3757 | 38290.3289 | -2125.5468 | 40415.8757 |
Total P&L (%) | 39.6573 | -1.265 | 40.9224 | 38.2903 | -2.1255 | 40.4159 |
Avg Daily Profit (%) | 0.1523 | -0.0049 | 0.1571 | 0.1246 | -0.0083 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23222 | -8939 | -18884 | -29582 | -11167 | -26313 |
Profit Factor | 1.5825 | 0.9315 | 1.8249 | 1.4449 | 0.9045 | 1.6333 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 49.2063 | 43.75 | 54.8387 | 49.2063 | 43.75 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.6336 | 1.1977 | 1.5029 | 1.4915 | 1.1629 | 1.3451 |
Largest Winning Trade | 14406 | 4842 | 14406 | 15606 | 5452 | 15606 |
Largest Losing Trade | -15012 | -3708 | -15012 | -20945 | -3609 | -20945 |
Avg Bars in Trades | 353 | 17 | 701 | 353 | 17 | 701 |
Avg Bars in Winners | 515 | 16 | 925 | 515 | 16 | 925 |
Avg Bars in Losers | 197 | 17 | 428 | 197 | 17 | 428 |
Bars Traded | 22286 | 549 | 21737 | 22286 | 549 | 21737 |
Profit Streak | 0 | 0 | 45.2137 | 0 | 0 | 45.2137 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144821 | -582136 | 330775 | -180831 | -582414 | -18494 |
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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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