Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20164.8696 | -3347.7173 | 23512.5868 | 21523.3477 | -3803.9724 | 25327.32 |
Total P&L (%) | 20.1649 | -3.3477 | 23.5126 | 21.5233 | -3.804 | 25.3273 |
Avg Daily Profit (%) | 1.1616 | -0.1928 | 1.3544 | 1.1292 | -0.2232 | 1.3089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -5941 | -3258 | -5123 | -6281 | -3715 | -5422 |
Profit Factor | 2.1713 | 0.4655 | 3.1466 | 2.1636 | 0.4496 | 3.1862 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 47.6923 | 36.3636 | 59.375 | 47.6923 | 36.3636 | 59.375 |
Ratio Avg Win / Avg Loss | 2.3814 | 0.8146 | 2.1529 | 2.373 | 0.7869 | 2.18 |
Largest Winning Trade | 6512 | 699 | 6512 | 7159 | 764 | 7159 |
Largest Losing Trade | -2680 | -881 | -2680 | -2807 | -1063 | -2807 |
Avg Bars in Trades | 363 | 10 | 727 | 363 | 10 | 727 |
Avg Bars in Winners | 382 | 12 | 616 | 382 | 12 | 616 |
Avg Bars in Losers | 345 | 9 | 889 | 345 | 9 | 889 |
Bars Traded | 23617 | 343 | 23274 | 23617 | 343 | 23274 |
Profit Streak | 0 | 0 | 18.4255 | 0 | 0 | 18.4255 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128371 | -587439 | 560269 | -127508 | -587439 | 598344 |
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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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