Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19156.6301 | -16944.9249 | 36101.555 | 7921.8066 | -37841.5331 | 45763.3397 |
Total P&L (%) | 19.1566 | -16.9449 | 36.1016 | 7.9218 | -37.8415 | 45.7633 |
Avg Daily Profit (%) | 0.1356 | -0.1199 | 0.2555 | 0.054 | -0.3359 | 0.267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49469 | -38689 | -19155 | -83987 | -63547 | -33929 |
Profit Factor | 1.1863 | 0.755 | 2.0724 | 1.0478 | 0.6553 | 1.8159 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 60.8696 | 60 | 61.7647 | 60.8696 | 60 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.7626 | 0.5033 | 1.2829 | 0.6736 | 0.4369 | 1.1241 |
Largest Winning Trade | 9615 | 9615 | 8347 | 12323 | 10549 | 12323 |
Largest Losing Trade | -24634 | -24634 | -19155 | -35276 | -35276 | -33929 |
Avg Bars in Trades | 94 | 109 | 80 | 94 | 109 | 80 |
Avg Bars in Winners | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Losers | 127 | 158 | 94 | 127 | 158 | 94 |
Bars Traded | 6549 | 3816 | 2733 | 6549 | 3816 | 2733 |
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 | -143136 | -581264 | 291221 | -562654 | -581264 | 307870 |
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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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