Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45411.4756 | -4647.468 | 50058.9436 | 44754.0975 | -8109.5067 | 52863.6042 |
Total P&L (%) | 45.4115 | -4.6475 | 50.0589 | 44.7541 | -8.1095 | 52.8636 |
Avg Daily Profit (%) | 0.3214 | -0.0329 | 0.3542 | 0.2621 | -0.0598 | 0.3008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35921 | -10653 | -28621 | -55878 | -16078 | -44569 |
Profit Factor | 1.5645 | 0.7404 | 1.8004 | 1.3916 | 0.6718 | 1.5902 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 58.0247 | 48.7805 | 67.5 | 58.0247 | 48.7805 | 67.5 |
Ratio Avg Win / Avg Loss | 1.1317 | 0.7774 | 0.8668 | 1.0067 | 0.7054 | 0.7656 |
Largest Winning Trade | 18899 | 1558 | 18899 | 24454 | 2302 | 24454 |
Largest Losing Trade | -19309 | -4498 | -19309 | -29147 | -7849 | -29147 |
Avg Bars in Trades | 78 | 2 | 156 | 78 | 2 | 156 |
Avg Bars in Winners | 43 | 2 | 74 | 43 | 2 | 74 |
Avg Bars in Losers | 126 | 2 | 327 | 126 | 2 | 327 |
Bars Traded | 6377 | 102 | 6275 | 6377 | 102 | 6275 |
Profit Streak | 393.5108 | 393.5108 | 396.74 | 393.5108 | 393.5108 | 396.74 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7152 | -581571 | 364667 | -8774 | -581848 | 338864 |
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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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