Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23698.3171 | -21795.3906 | 45493.7077 | 10550.2862 | -29009.786 | 39560.0723 |
Total P&L (%) | 23.6983 | -21.7954 | 45.4937 | 10.5503 | -29.0098 | 39.5601 |
Avg Daily Profit (%) | 0.091 | -0.0837 | 0.1747 | 0.0385 | -0.1315 | 0.1281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33563 | -20240 | -12275 | -32082 | -19679 | -11751 |
Profit Factor | 1.135 | 0.8039 | 1.707 | 1.0605 | 0.7351 | 1.6094 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 68.1818 | 61.3636 | 75 | 68.1818 | 61.3636 | 75 |
Ratio Avg Win / Avg Loss | 0.5297 | 0.5062 | 0.569 | 0.4949 | 0.4629 | 0.5365 |
Largest Winning Trade | 9661 | 9661 | 8304 | 8123 | 8123 | 7657 |
Largest Losing Trade | -20240 | -20240 | -11191 | -17797 | -17797 | -10690 |
Avg Bars in Trades | 276 | 305 | 247 | 276 | 305 | 247 |
Avg Bars in Winners | 165 | 163 | 166 | 165 | 163 | 166 |
Avg Bars in Losers | 515 | 532 | 490 | 515 | 532 | 490 |
Bars Traded | 24360 | 13458 | 10902 | 24360 | 13458 | 10902 |
Profit Streak | 0 | 0 | 17.8306 | 0 | 0 | 17.8306 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148069 | -580642 | 309504 | -444293 | -580642 | -21560 |
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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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