Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36957.0221 | -8437.2352 | 45394.2573 | 35843.0314 | -9259.3761 | 45102.4074 |
Total P&L (%) | 36.957 | -8.4372 | 45.3943 | 35.843 | -9.2594 | 45.1024 |
Avg Daily Profit (%) | 0.4257 | -0.0972 | 0.5229 | 0.3535 | -0.1119 | 0.4298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18305 | -8502 | -17136 | -20566 | -9341 | -19321 |
Profit Factor | 1.6766 | 0.279 | 2.0577 | 1.5897 | 0.2756 | 1.9397 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 37.3333 | 29.7297 | 44.7368 | 37.3333 | 29.7297 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.8143 | 0.6594 | 2.5418 | 2.6684 | 0.6515 | 2.3961 |
Largest Winning Trade | 24284 | 953 | 24284 | 26542 | 1020 | 26542 |
Largest Losing Trade | -10147 | -1126 | -10147 | -12016 | -1341 | -12016 |
Avg Bars in Trades | 330 | 6 | 646 | 330 | 6 | 646 |
Avg Bars in Winners | 489 | 8 | 800 | 489 | 8 | 800 |
Avg Bars in Losers | 235 | 5 | 520 | 235 | 5 | 520 |
Bars Traded | 24793 | 239 | 24554 | 24793 | 239 | 24554 |
Profit Streak | 2.4598 | 2.4598 | 7.3904 | 2.4598 | 2.4598 | 7.3904 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58719 | -592507 | 368388 | -59646 | -592507 | 330591 |
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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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