Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16592.8827 | -4979.2657 | 21572.1485 | 17076.3912 | -5280.5566 | 22356.9478 |
Total P&L (%) | 16.5929 | -4.9793 | 21.5721 | 17.0764 | -5.2806 | 22.3569 |
Avg Daily Profit (%) | 0.9558 | -0.2868 | 1.2426 | 0.9123 | -0.312 | 1.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6913 | -6978 | -3729 | -7248 | -7369 | -3839 |
Profit Factor | 1.6003 | 0.6463 | 2.5902 | 1.5819 | 0.6454 | 2.547 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 52.9412 | 44.186 | 61.9048 | 52.9412 | 44.186 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.4225 | 0.8163 | 1.594 | 1.4062 | 0.8153 | 1.5674 |
Largest Winning Trade | 7155 | 1535 | 7155 | 7268 | 1584 | 7268 |
Largest Losing Trade | -3165 | -3165 | -2837 | -3402 | -3368 | -3402 |
Avg Bars in Trades | 286 | 77 | 500 | 286 | 77 | 500 |
Avg Bars in Winners | 303 | 80 | 467 | 303 | 80 | 467 |
Avg Bars in Losers | 267 | 76 | 553 | 267 | 76 | 553 |
Bars Traded | 24358 | 3353 | 21005 | 24358 | 3353 | 21005 |
Profit Streak | 0 | 0 | 3.6898 | 0 | 0 | 3.6898 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156996 | -584599 | 411199 | 163248 | -584599 | 424735 |
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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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