Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59438.4057 | 48075.3809 | 11363.0248 | -37963.1569 | 26384.9459 | -64348.1028 |
Total P&L (%) | 59.4384 | 48.0754 | 11.363 | -37.9632 | 26.3849 | -64.3481 |
Avg Daily Profit (%) | 0.2282 | 0.1846 | 0.0436 | -0.1832 | 0.09 | -0.3953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81025 | -27432 | -81025 | -135119 | -30856 | -135119 |
Profit Factor | 1.2788 | 1.6839 | 1.0795 | 0.861 | 1.3584 | 0.6773 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.5902 | 0.7772 | 0.4982 | 0.3974 | 0.6269 | 0.3126 |
Largest Winning Trade | 20531 | 15703 | 20531 | 17385 | 10828 | 17385 |
Largest Losing Trade | -81025 | -26567 | -81025 | -135119 | -29975 | -135119 |
Avg Bars in Trades | 321 | 341 | 302 | 321 | 341 | 302 |
Avg Bars in Winners | 202 | 233 | 171 | 202 | 233 | 171 |
Avg Bars in Losers | 579 | 574 | 584 | 579 | 574 | 584 |
Bars Traded | 24449 | 12966 | 11483 | 24449 | 12966 | 11483 |
Profit Streak | 0 | 37.5941 | 0 | 0 | 37.5941 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47061 | 318109 | -391743 | -633285 | -75081 | -579772 |
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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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