Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9319.1641 | -22595.2543 | 31914.4184 | -6803.7459 | -37565.7998 | 30762.054 |
Total P&L (%) | 9.3192 | -22.5953 | 31.9144 | -6.8037 | -37.5658 | 30.7621 |
Avg Daily Profit (%) | 0.0659 | -0.1599 | 0.2258 | -0.0499 | -0.3328 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61762 | -37516 | -30124 | -100544 | -54580 | -57430 |
Profit Factor | 1.0873 | 0.6915 | 1.9539 | 0.9606 | 0.6609 | 1.4959 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 75.8621 | 65.5172 | 86.2069 | 75.8621 | 65.5172 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.346 | 0.3639 | 0.3126 | 0.3057 | 0.3478 | 0.2393 |
Largest Winning Trade | 9905 | 9905 | 6911 | 10860 | 10860 | 9186 |
Largest Losing Trade | -30124 | -30040 | -30124 | -57430 | -40017 | -57430 |
Avg Bars in Trades | 110 | 124 | 95 | 110 | 124 | 95 |
Avg Bars in Winners | 68 | 66 | 69 | 68 | 66 | 69 |
Avg Bars in Losers | 242 | 236 | 256 | 242 | 236 | 256 |
Bars Traded | 6387 | 3622 | 2765 | 6387 | 3622 | 2765 |
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 | -574689 | -580595 | 305932 | -758698 | -580595 | 243720 |
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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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