Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49773.6507 | -7374.5378 | 57148.1884 | 51785.7129 | -7179.4725 | 58965.1855 |
Total P&L (%) | 49.7737 | -7.3745 | 57.1482 | 51.7857 | -7.1795 | 58.9652 |
Avg Daily Profit (%) | 0.1911 | -0.0283 | 0.2194 | 0.1604 | -0.0286 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23322 | -11031 | -19877 | -39625 | -14546 | -34851 |
Profit Factor | 1.7331 | 0.7399 | 2.4452 | 1.5244 | 0.8008 | 1.9402 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 57.6271 | 53.3333 | 62.069 | 57.6271 | 53.3333 | 62.069 |
Ratio Avg Win / Avg Loss | 1.2743 | 0.6474 | 1.4943 | 1.1209 | 0.7007 | 1.1857 |
Largest Winning Trade | 17907 | 3154 | 17907 | 20244 | 4928 | 20244 |
Largest Losing Trade | -17195 | -11031 | -17195 | -28996 | -12337 | -28996 |
Avg Bars in Trades | 392 | 10 | 788 | 392 | 10 | 788 |
Avg Bars in Winners | 355 | 7 | 664 | 355 | 7 | 664 |
Avg Bars in Losers | 443 | 13 | 990 | 443 | 13 | 990 |
Bars Traded | 23158 | 300 | 22858 | 23158 | 300 | 22858 |
Profit Streak | 0 | 0 | 15.3588 | 0 | 0 | 15.3588 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171540 | -581233 | 434871 | -172383 | -581233 | 391437 |
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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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