Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23852.5526 | -27177.453 | 51030.0056 | 15299.5932 | -33593.494 | 48893.0872 |
Total P&L (%) | 23.8526 | -27.1775 | 51.03 | 15.2996 | -33.5935 | 48.8931 |
Avg Daily Profit (%) | 0.0916 | -0.1044 | 0.196 | 0.0547 | -0.1571 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36181 | -30233 | -14489 | -36287 | -32264 | -15683 |
Profit Factor | 1.2065 | 0.6514 | 2.3592 | 1.1234 | 0.6059 | 2.2612 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 61.6667 | 53.3333 | 70 | 61.6667 | 53.3333 | 70 |
Ratio Avg Win / Avg Loss | 0.75 | 0.57 | 1.0111 | 0.6983 | 0.5302 | 0.9691 |
Largest Winning Trade | 10436 | 7598 | 10436 | 10627 | 7724 | 10627 |
Largest Losing Trade | -16847 | -16847 | -12762 | -18147 | -18147 | -15683 |
Avg Bars in Trades | 412 | 495 | 328 | 412 | 495 | 328 |
Avg Bars in Winners | 253 | 269 | 240 | 253 | 269 | 240 |
Avg Bars in Losers | 667 | 753 | 534 | 667 | 753 | 534 |
Bars Traded | 24735 | 14868 | 9867 | 24735 | 14868 | 9867 |
Profit Streak | 0 | 0 | 45.6185 | 0 | 0 | 45.6185 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250539 | -581788 | 444441 | -389789 | -581788 | 358392 |
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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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