Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31556.6661 | -13335.3959 | 44892.062 | 21694.6879 | -16910.5812 | 38605.2691 |
Total P&L (%) | 31.5567 | -13.3354 | 44.8921 | 21.6947 | -16.9106 | 38.6053 |
Avg Daily Profit (%) | 0.2233 | -0.0944 | 0.3177 | 0.139 | -0.131 | 0.2313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34046 | -13709 | -29725 | -45426 | -18348 | -41178 |
Profit Factor | 1.3034 | 0.6711 | 1.7072 | 1.1721 | 0.6438 | 1.4912 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 51.3158 | 42.1053 | 60.5263 | 51.3158 | 42.1053 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.2365 | 0.9228 | 1.1134 | 1.112 | 0.8852 | 0.9725 |
Largest Winning Trade | 12801 | 4478 | 12801 | 13996 | 5908 | 13996 |
Largest Losing Trade | -28969 | -11685 | -28969 | -40456 | -15729 | -40456 |
Avg Bars in Trades | 84 | 10 | 158 | 84 | 10 | 158 |
Avg Bars in Winners | 101 | 10 | 165 | 101 | 10 | 165 |
Avg Bars in Losers | 66 | 11 | 147 | 66 | 11 | 147 |
Bars Traded | 6427 | 413 | 6014 | 6427 | 413 | 6014 |
Profit Streak | 0 | 0 | 401.2822 | 0 | 0 | 401.2822 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50428 | -585053 | 357356 | -99773 | -585330 | 219281 |
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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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