Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50059.607 | -11151.0163 | 61210.6233 | 49205.72 | -16967.6384 | 66173.3584 |
Total P&L (%) | 50.0596 | -11.151 | 61.2106 | 49.2057 | -16.9676 | 66.1734 |
Avg Daily Profit (%) | 0.1922 | -0.0428 | 0.235 | 0.1538 | -0.0714 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24772 | -21982 | -16439 | -32896 | -29031 | -24650 |
Profit Factor | 1.4167 | 0.8509 | 2.3504 | 1.2868 | 0.8377 | 1.9866 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 60 | 57.1429 | 62.7907 | 60 | 57.1429 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9445 | 0.6382 | 1.3928 | 0.8578 | 0.6283 | 1.1772 |
Largest Winning Trade | 15089 | 8664 | 15089 | 15442 | 11593 | 15442 |
Largest Losing Trade | -14937 | -12303 | -14937 | -23872 | -17789 | -23872 |
Avg Bars in Trades | 280 | 334 | 228 | 280 | 334 | 228 |
Avg Bars in Winners | 202 | 220 | 186 | 202 | 220 | 186 |
Avg Bars in Losers | 397 | 485 | 298 | 397 | 485 | 298 |
Bars Traded | 23855 | 14040 | 9815 | 23855 | 14040 | 9815 |
Profit Streak | 0 | 10.4608 | 0 | 0 | 10.4608 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207410 | -580551 | 396479 | 164303 | -580551 | 370861 |
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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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