Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53438.9811 | -617.983 | 54056.964 | 50906.5045 | -3246.3477 | 54152.8521 |
Total P&L (%) | 53.439 | -0.618 | 54.057 | 50.9065 | -3.2463 | 54.1529 |
Avg Daily Profit (%) | 0.3782 | -0.0044 | 0.3825 | 0.2916 | -0.0234 | 0.3067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35739 | -30693 | -16785 | -35109 | -27993 | -17521 |
Profit Factor | 1.5129 | 0.9898 | 2.243 | 1.4886 | 0.9469 | 2.2583 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 45.5882 | 38.2353 | 52.9412 | 45.5882 | 38.2353 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8057 | 1.5989 | 1.9938 | 1.7767 | 1.5296 | 2.0073 |
Largest Winning Trade | 25736 | 25736 | 23410 | 30281 | 25415 | 30281 |
Largest Losing Trade | -8027 | -8027 | -7638 | -10059 | -10059 | -8189 |
Avg Bars in Trades | 94 | 97 | 90 | 94 | 97 | 90 |
Avg Bars in Winners | 121 | 144 | 106 | 121 | 144 | 106 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 6395 | 3321 | 3074 | 6395 | 3321 | 3074 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106731 | -584366 | 395206 | -107788 | -584366 | 373170 |
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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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