Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25915.4971 | 27783.3562 | -1867.8591 | 23789.7724 | 26535.9396 | -2746.1672 |
Total P&L (%) | 25.9155 | 27.7834 | -1.8679 | 23.7898 | 26.5359 | -2.7462 |
Avg Daily Profit (%) | 0.4976 | 0.5335 | -0.0359 | 0.4106 | 0.4529 | -0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28433 | -22806 | -7645 | -43773 | -35214 | -11186 |
Profit Factor | 1.4525 | 1.7436 | 0.9062 | 1.292 | 1.4824 | 0.8963 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Losing Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Profitability (%) | 60.2564 | 74.359 | 46.1538 | 60.2564 | 74.359 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.958 | 0.6012 | 1.0572 | 0.8522 | 0.5112 | 1.0456 |
Largest Winning Trade | 11644 | 11644 | 3470 | 16465 | 16465 | 5479 |
Largest Losing Trade | -17005 | -17005 | -4432 | -25563 | -25563 | -6190 |
Avg Bars in Trades | 269 | 519 | 20 | 269 | 519 | 20 |
Avg Bars in Winners | 169 | 260 | 21 | 169 | 260 | 21 |
Avg Bars in Losers | 422 | 1269 | 19 | 422 | 1269 | 19 |
Bars Traded | 21046 | 20252 | 794 | 21046 | 20252 | 794 |
Profit Streak | 12.2908 | 0 | 14.5595 | 12.2908 | 0 | 14.5595 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32568 | 317234 | -581219 | -35181 | 252623 | -581774 |
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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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