Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44685.332 | -4262.2646 | 48947.5966 | 33327.3659 | -17010.4241 | 50337.79 |
Total P&L (%) | 44.6853 | -4.2623 | 48.9476 | 33.3274 | -17.0104 | 50.3378 |
Avg Daily Profit (%) | 0.1716 | -0.0164 | 0.188 | 0.1105 | -0.0716 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28444 | -27069 | -14209 | -40254 | -37626 | -21259 |
Profit Factor | 1.2785 | 0.955 | 1.7435 | 1.1567 | 0.8649 | 1.5803 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.8356 | 35.1351 | 52.7778 | 43.8356 | 35.1351 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6381 | 1.763 | 1.5599 | 1.482 | 1.5968 | 1.414 |
Largest Winning Trade | 28198 | 28198 | 17736 | 33748 | 33748 | 17713 |
Largest Losing Trade | -13162 | -13162 | -6611 | -17155 | -17155 | -9605 |
Avg Bars in Trades | 321 | 352 | 289 | 321 | 352 | 289 |
Avg Bars in Winners | 473 | 503 | 452 | 473 | 503 | 452 |
Avg Bars in Losers | 202 | 269 | 107 | 202 | 269 | 107 |
Bars Traded | 23451 | 13027 | 10424 | 23451 | 13027 | 10424 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73434 | -585171 | 300918 | -176513 | -585171 | 241174 |
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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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