Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43836.7664 | -6965.2753 | 50802.0417 | 35554.2696 | -11641.0972 | 47195.3668 |
Total P&L (%) | 43.8368 | -6.9653 | 50.802 | 35.5543 | -11.6411 | 47.1954 |
Avg Daily Profit (%) | 0.1683 | -0.0267 | 0.1951 | 0.1169 | -0.0475 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40223 | -14087 | -35017 | -63592 | -19102 | -55406 |
Profit Factor | 1.4808 | 0.595 | 1.6867 | 1.2696 | 0.5032 | 1.4352 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 50.8475 | 36.6667 | 65.5172 | 50.8475 | 36.6667 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.4314 | 1.0277 | 0.8877 | 1.2273 | 0.8692 | 0.7554 |
Largest Winning Trade | 29528 | 5416 | 29528 | 35378 | 5416 | 35378 |
Largest Losing Trade | -23587 | -3239 | -23587 | -40546 | -5756 | -40546 |
Avg Bars in Trades | 408 | 7 | 824 | 408 | 7 | 824 |
Avg Bars in Winners | 498 | 9 | 781 | 498 | 9 | 781 |
Avg Bars in Losers | 316 | 6 | 907 | 316 | 6 | 907 |
Bars Traded | 24130 | 218 | 23912 | 24130 | 218 | 23912 |
Profit Streak | 5.6954 | 5.6954 | 21.2683 | 5.6954 | 5.6954 | 21.2683 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172953 | -584481 | 314836 | -219297 | -586425 | 178626 |
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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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