Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76821.7963 | 5197.9688 | 71623.8276 | 80362.3181 | -3795.5514 | 84157.8695 |
Total P&L (%) | 76.8218 | 5.198 | 71.6238 | 80.3623 | -3.7956 | 84.1579 |
Avg Daily Profit (%) | 0.295 | 0.02 | 0.275 | 0.2267 | -0.0149 | 0.2348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44611 | -27888 | -24989 | -109772 | -62944 | -64169 |
Profit Factor | 1.5563 | 1.06 | 2.3898 | 1.2873 | 0.9771 | 1.7397 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 72.4138 | 65.5172 | 79.3103 | 72.4138 | 65.5172 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5929 | 0.5579 | 0.6234 | 0.4904 | 0.5143 | 0.4538 |
Largest Winning Trade | 19744 | 14738 | 19744 | 27482 | 24566 | 27482 |
Largest Losing Trade | -21138 | -18558 | -21138 | -45713 | -33380 | -45713 |
Avg Bars in Trades | 424 | 514 | 334 | 424 | 514 | 334 |
Avg Bars in Winners | 220 | 258 | 190 | 220 | 258 | 190 |
Avg Bars in Losers | 958 | 999 | 889 | 958 | 999 | 889 |
Bars Traded | 24612 | 14907 | 9705 | 24612 | 14907 | 9705 |
Profit Streak | 0 | 0 | 17.3148 | 0 | 0 | 17.3148 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169573 | -487549 | 466372 | -171800 | -580217 | 408808 |
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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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