Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47419.9974 | -21486.8335 | 68906.8309 | 31869.5407 | -26303.8411 | 58173.3818 |
Total P&L (%) | 47.42 | -21.4868 | 68.9068 | 31.8695 | -26.3038 | 58.1734 |
Avg Daily Profit (%) | 0.1821 | -0.0825 | 0.2646 | 0.1063 | -0.1171 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44875 | -23534 | -34405 | -67482 | -28753 | -53832 |
Profit Factor | 1.439 | 0.4151 | 1.9666 | 1.2233 | 0.3944 | 1.5858 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 41.7722 | 30 | 53.8462 | 41.7722 | 30 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0059 | 0.9686 | 1.6857 | 1.7052 | 0.9202 | 1.3593 |
Largest Winning Trade | 40876 | 4947 | 40876 | 41635 | 6077 | 41635 |
Largest Losing Trade | -26008 | -4175 | -26008 | -39394 | -4503 | -39394 |
Avg Bars in Trades | 304 | 6 | 609 | 304 | 6 | 609 |
Avg Bars in Winners | 620 | 9 | 970 | 620 | 9 | 970 |
Avg Bars in Losers | 77 | 5 | 188 | 77 | 5 | 188 |
Bars Traded | 24034 | 265 | 23769 | 24034 | 265 | 23769 |
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 | -27923 | -589089 | 394552 | -89183 | -589367 | 273011 |
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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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