Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39186.5657 | -7603.9687 | 46790.5344 | 39526.9721 | -21047.5294 | 60574.5015 |
Total P&L (%) | 39.1866 | -7.604 | 46.7905 | 39.527 | -21.0475 | 60.5745 |
Avg Daily Profit (%) | 0.2773 | -0.0538 | 0.3311 | 0.236 | -0.1671 | 0.3357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38180 | -29484 | -10415 | -64179 | -50129 | -17083 |
Profit Factor | 1.5659 | 0.8134 | 2.6426 | 1.3589 | 0.6806 | 2.369 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6181 | 0.9878 | 2.3123 | 1.4042 | 0.8264 | 2.0729 |
Largest Winning Trade | 15918 | 8706 | 15918 | 23162 | 14684 | 23162 |
Largest Losing Trade | -10613 | -10613 | -7684 | -19495 | -19495 | -13047 |
Avg Bars in Trades | 105 | 47 | 166 | 105 | 47 | 166 |
Avg Bars in Winners | 111 | 37 | 175 | 111 | 37 | 175 |
Avg Bars in Losers | 100 | 55 | 156 | 100 | 55 | 156 |
Bars Traded | 6461 | 1469 | 4992 | 6461 | 1469 | 4992 |
Profit Streak | 394.2003 | 397.6795 | 0 | 394.2003 | 397.6795 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158699 | -583510 | 387884 | -161398 | -583510 | 405930 |
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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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