Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36702.2594 | -9273.6533 | 45975.9127 | 30138.0573 | -6947.4513 | 37085.5085 |
Total P&L (%) | 36.7023 | -9.2737 | 45.9759 | 30.1381 | -6.9475 | 37.0855 |
Avg Daily Profit (%) | 0.2597 | -0.0656 | 0.3254 | 0.1866 | -0.0509 | 0.2235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18585 | -24873 | -18617 | -19088 | -22017 | -22361 |
Profit Factor | 1.3736 | 0.826 | 2.0236 | 1.3142 | 0.8601 | 1.8016 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 48.6486 | 45.9459 | 51.3514 | 48.6486 | 45.9459 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.45 | 0.9718 | 1.9171 | 1.3872 | 1.0118 | 1.7068 |
Largest Winning Trade | 27510 | 9178 | 27510 | 28159 | 10189 | 28159 |
Largest Losing Trade | -14279 | -10892 | -14279 | -17323 | -9708 | -17323 |
Avg Bars in Trades | 86 | 86 | 86 | 86 | 86 | 86 |
Avg Bars in Winners | 92 | 94 | 91 | 92 | 94 | 91 |
Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
Bars Traded | 6422 | 3205 | 3217 | 6422 | 3205 | 3217 |
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 | -64926 | -584122 | 333149 | -66498 | -582456 | 257930 |
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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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