Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46097.4504 | 31001.5798 | 15095.8706 | -9271.8627 | 58755.9822 | -68027.8449 |
Total P&L (%) | 46.0975 | 31.0016 | 15.0959 | -9.2719 | 58.756 | -68.0278 |
Avg Daily Profit (%) | 0.177 | 0.119 | 0.058 | -0.0374 | 0.1776 | -0.4369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76684 | -11968 | -76964 | -188802 | -14271 | -189115 |
Profit Factor | 1.321 | 2.2176 | 1.1278 | 0.9694 | 2.7975 | 0.7486 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 66.6667 | 62.5 | 64.6154 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7234 | 1.1088 | 0.6767 | 0.5309 | 1.3988 | 0.4491 |
Largest Winning Trade | 18559 | 9629 | 18559 | 36590 | 13346 | 36590 |
Largest Losing Trade | -66559 | -9698 | -66559 | -179632 | -11581 | -179632 |
Avg Bars in Trades | 354 | 27 | 691 | 354 | 27 | 691 |
Avg Bars in Winners | 281 | 25 | 562 | 281 | 25 | 562 |
Avg Bars in Losers | 487 | 31 | 906 | 487 | 31 | 906 |
Bars Traded | 23036 | 905 | 22131 | 23036 | 905 | 22131 |
Profit Streak | 5.5342 | 5.5967 | 0 | 5.5342 | 5.5967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130504 | -32270 | -207105 | -715572 | 454721 | -580585 |
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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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