Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48246.6581 | -9470.3616 | 57717.0196 | 47345.0942 | -12018.0804 | 59363.1745 |
Total P&L (%) | 48.2467 | -9.4704 | 57.717 | 47.3451 | -12.0181 | 59.3632 |
Avg Daily Profit (%) | 0.1853 | -0.0364 | 0.2216 | 0.149 | -0.0492 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33546 | -10806 | -25700 | -53748 | -14780 | -43279 |
Profit Factor | 1.5367 | 0.629 | 1.8967 | 1.3645 | 0.6425 | 1.6165 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 54.4118 | 47.0588 | 61.7647 | 54.4118 | 47.0588 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.2875 | 0.7076 | 1.1742 | 1.1432 | 0.7228 | 1.0007 |
Largest Winning Trade | 15027 | 2427 | 15027 | 18654 | 3304 | 18654 |
Largest Losing Trade | -18542 | -4761 | -18542 | -28092 | -5306 | -28092 |
Avg Bars in Trades | 363 | 18 | 708 | 363 | 18 | 708 |
Avg Bars in Winners | 415 | 19 | 716 | 415 | 19 | 716 |
Avg Bars in Losers | 302 | 17 | 695 | 302 | 17 | 695 |
Bars Traded | 24726 | 627 | 24099 | 24726 | 627 | 24099 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106786 | -582501 | 345213 | -109621 | -582778 | 316609 |
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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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