Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45722.2 | -5901.2613 | 51623.4613 | 39519.2171 | -8327.1548 | 47846.3719 |
Total P&L (%) | 45.7222 | -5.9013 | 51.6235 | 39.5192 | -8.3272 | 47.8464 |
Avg Daily Profit (%) | 0.1756 | -0.0227 | 0.1982 | 0.128 | -0.0334 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33536 | -22966 | -27831 | -38600 | -27454 | -31531 |
Profit Factor | 1.3516 | 0.8725 | 1.6166 | 1.2588 | 0.8487 | 1.4899 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 50.5618 | 46.6667 | 54.5455 | 50.5618 | 46.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3216 | 0.9972 | 1.3471 | 1.2308 | 0.97 | 1.2416 |
Largest Winning Trade | 14845 | 5083 | 14845 | 16801 | 5354 | 16801 |
Largest Losing Trade | -21932 | -7177 | -21932 | -24587 | -8816 | -24587 |
Avg Bars in Trades | 267 | 52 | 488 | 267 | 52 | 488 |
Avg Bars in Winners | 222 | 65 | 359 | 222 | 65 | 359 |
Avg Bars in Losers | 314 | 40 | 642 | 314 | 40 | 642 |
Bars Traded | 23837 | 2344 | 21493 | 23837 | 2344 | 21493 |
Profit Streak | 12.3496 | 12.3496 | 19.8809 | 12.3496 | 12.3496 | 19.8809 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219502 | -582785 | 311294 | -24620 | -582785 | 260368 |
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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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