Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26027.0557 | -16566.1137 | 42593.1694 | 24440.7149 | -23957.9962 | 48398.7111 |
Total P&L (%) | 26.0271 | -16.5661 | 42.5932 | 24.4407 | -23.958 | 48.3987 |
Avg Daily Profit (%) | 0.2998 | -0.1908 | 0.4906 | 0.2522 | -0.315 | 0.4557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22430 | -24920 | -11754 | -34576 | -35859 | -17879 |
Profit Factor | 1.3923 | 0.5498 | 2.4421 | 1.2733 | 0.5168 | 2.2143 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 54.2373 | 43.3333 | 65.5172 | 54.2373 | 43.3333 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.1748 | 0.719 | 1.2853 | 1.0743 | 0.6758 | 1.1654 |
Largest Winning Trade | 6031 | 3855 | 6031 | 8620 | 5853 | 8620 |
Largest Losing Trade | -15991 | -15991 | -6698 | -23430 | -23430 | -10448 |
Avg Bars in Trades | 417 | 150 | 692 | 417 | 150 | 692 |
Avg Bars in Winners | 310 | 105 | 451 | 310 | 105 | 451 |
Avg Bars in Losers | 543 | 185 | 1151 | 543 | 185 | 1151 |
Bars Traded | 24616 | 4527 | 20089 | 24616 | 4527 | 20089 |
Profit Streak | 0 | 0 | 8.0629 | 0 | 0 | 8.0629 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175239 | -585086 | 476021 | -176837 | -585364 | 468033 |
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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) |
---|