Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26898.0396 | -5291.206 | 32189.2456 | 28314.094 | -5798.6212 | 34112.7152 |
Total P&L (%) | 26.898 | -5.2912 | 32.1892 | 28.3141 | -5.7986 | 34.1127 |
Avg Daily Profit (%) | 0.3099 | -0.061 | 0.3708 | 0.2876 | -0.0688 | 0.3387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15774 | -7323 | -9900 | -15344 | -7354 | -9458 |
Profit Factor | 1.6126 | 0.7667 | 2.5164 | 1.6129 | 0.7565 | 2.5238 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50.6667 | 44.7368 | 56.7568 | 50.6667 | 44.7368 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.5702 | 0.9471 | 1.9173 | 1.5704 | 0.9345 | 1.9229 |
Largest Winning Trade | 10587 | 2564 | 10587 | 12006 | 2607 | 12006 |
Largest Losing Trade | -7060 | -3245 | -7060 | -6800 | -3245 | -6800 |
Avg Bars in Trades | 236 | 32 | 445 | 236 | 32 | 445 |
Avg Bars in Winners | 221 | 40 | 368 | 221 | 40 | 368 |
Avg Bars in Losers | 251 | 25 | 547 | 251 | 25 | 547 |
Bars Traded | 17728 | 1228 | 16500 | 17728 | 1228 | 16500 |
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 | -54912 | -584202 | 356254 | -54975 | -584202 | 353037 |
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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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