Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51987.6408 | 614.8779 | 51372.7629 | 46663.4652 | -1758.6844 | 48422.1496 |
Total P&L (%) | 51.9876 | 0.6149 | 51.3728 | 46.6635 | -1.7587 | 48.4222 |
Avg Daily Profit (%) | 0.1996 | 0.0024 | 0.1973 | 0.1472 | -0.0068 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32200 | -6769 | -28993 | -55645 | -12357 | -49638 |
Profit Factor | 1.5709 | 1.033 | 1.7091 | 1.3072 | 0.943 | 1.4001 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 48.4848 | 39.3939 | 57.5758 | 48.4848 | 39.3939 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.669 | 1.5893 | 1.2593 | 1.389 | 1.4508 | 1.0317 |
Largest Winning Trade | 27136 | 2331 | 27136 | 30730 | 3798 | 30730 |
Largest Losing Trade | -18443 | -3174 | -18443 | -32087 | -6071 | -32087 |
Avg Bars in Trades | 374 | 26 | 722 | 374 | 26 | 722 |
Avg Bars in Winners | 485 | 27 | 798 | 485 | 27 | 798 |
Avg Bars in Losers | 269 | 24 | 619 | 269 | 24 | 619 |
Bars Traded | 24691 | 859 | 23832 | 24691 | 859 | 23832 |
Profit Streak | 39.3015 | 0 | 43.0098 | 39.3015 | 0 | 43.0098 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120670 | -543236 | 325172 | -128023 | -584100 | 251275 |
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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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