Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29572.6302 | -12331.629 | 41904.2591 | 19449.6315 | -14563.5419 | 34013.1734 |
Total P&L (%) | 29.5726 | -12.3316 | 41.9043 | 19.4496 | -14.5635 | 34.0132 |
Avg Daily Profit (%) | 0.2093 | -0.0873 | 0.2965 | 0.1258 | -0.1113 | 0.2074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31882 | -37979 | -12863 | -29991 | -30010 | -10048 |
Profit Factor | 1.2587 | 0.8019 | 1.8048 | 1.2092 | 0.7138 | 1.8082 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 36 | 24.3243 | 47.3684 | 36 | 24.3243 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2377 | 2.4947 | 2.0053 | 2.1497 | 2.2207 | 2.0092 |
Largest Winning Trade | 32161 | 32161 | 21581 | 22013 | 22013 | 19522 |
Largest Losing Trade | -6173 | -5175 | -6173 | -5093 | -5020 | -5093 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 145 | 156 | 139 | 145 | 156 | 139 |
Avg Bars in Losers | 54 | 57 | 51 | 54 | 57 | 51 |
Bars Traded | 6557 | 3021 | 3536 | 6557 | 3021 | 3536 |
Profit Streak | 393.0979 | 0 | 412.9104 | 393.0979 | 0 | 412.9104 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62415 | -612561 | 302080 | -99534 | -612561 | 249637 |
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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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