Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42203.0254 | -15221.0673 | 57424.0927 | 23549.181 | -34677.4012 | 58226.5822 |
Total P&L (%) | 42.203 | -15.2211 | 57.4241 | 23.5492 | -34.6774 | 58.2266 |
Avg Daily Profit (%) | 0.1621 | -0.0584 | 0.2205 | 0.0812 | -0.1634 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48930 | -35911 | -32355 | -91663 | -61331 | -50305 |
Profit Factor | 1.2326 | 0.854 | 1.7438 | 1.0859 | 0.7813 | 1.5044 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 42.4242 | 50 | 46.2687 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 1.4314 | 1.159 | 1.7438 | 1.2611 | 1.0604 | 1.5044 |
Largest Winning Trade | 27299 | 27299 | 21120 | 34407 | 34407 | 25689 |
Largest Losing Trade | -12846 | -12674 | -12846 | -22497 | -22497 | -18182 |
Avg Bars in Trades | 358 | 325 | 389 | 358 | 325 | 389 |
Avg Bars in Winners | 493 | 452 | 527 | 493 | 452 | 527 |
Avg Bars in Losers | 241 | 231 | 252 | 241 | 231 | 252 |
Bars Traded | 23987 | 10735 | 13252 | 23987 | 10735 | 13252 |
Profit Streak | 14.7713 | 0 | 17.9484 | 14.7713 | 0 | 17.9484 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118593 | -583477 | 338978 | -338549 | -583477 | 296293 |
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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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