Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47243.659 | -7054.4836 | 54298.1425 | 40009.2891 | -11355.4499 | 51364.7391 |
Total P&L (%) | 47.2437 | -7.0545 | 54.2981 | 40.0093 | -11.3555 | 51.3647 |
Avg Daily Profit (%) | 0.1814 | -0.0271 | 0.2085 | 0.1293 | -0.0463 | 0.1593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29863 | -34775 | -18898 | -33340 | -37861 | -23400 |
Profit Factor | 1.3224 | 0.9198 | 1.9269 | 1.2435 | 0.8846 | 1.779 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 55.5556 | 47.2222 | 63.8889 | 55.5556 | 47.2222 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.058 | 1.028 | 1.0891 | 0.9948 | 0.9887 | 1.0055 |
Largest Winning Trade | 14674 | 11634 | 14674 | 13486 | 10458 | 13486 |
Largest Losing Trade | -15757 | -15757 | -15106 | -18027 | -17991 | -18027 |
Avg Bars in Trades | 340 | 384 | 296 | 340 | 384 | 296 |
Avg Bars in Winners | 236 | 245 | 229 | 236 | 245 | 229 |
Avg Bars in Losers | 470 | 508 | 414 | 470 | 508 | 414 |
Bars Traded | 24508 | 13843 | 10665 | 24508 | 13843 | 10665 |
Profit Streak | 3.4857 | 0 | 4.2253 | 3.4857 | 0 | 4.2253 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78764 | -581589 | 345155 | -109408 | -583255 | 312698 |
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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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