Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16487.7812 | -5076.629 | 21564.4102 | 16926.5148 | -5198.0585 | 22124.5733 |
Total P&L (%) | 16.4878 | -5.0766 | 21.5644 | 16.9265 | -5.1981 | 22.1246 |
Avg Daily Profit (%) | 0.9498 | -0.2924 | 1.2422 | 0.9049 | -0.307 | 1.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8690 | -8481 | -5383 | -8895 | -8659 | -5478 |
Profit Factor | 1.6246 | 0.6082 | 2.6048 | 1.614 | 0.6183 | 2.5858 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 42.2535 | 33.3333 | 51.4286 | 42.2535 | 33.3333 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.2203 | 1.2165 | 2.46 | 2.2058 | 1.2365 | 2.4421 |
Largest Winning Trade | 6128 | 1742 | 6128 | 6714 | 1840 | 6714 |
Largest Losing Trade | -1960 | -1740 | -1960 | -1962 | -1743 | -1962 |
Avg Bars in Trades | 342 | 53 | 640 | 342 | 53 | 640 |
Avg Bars in Winners | 389 | 62 | 608 | 389 | 62 | 608 |
Avg Bars in Losers | 308 | 48 | 674 | 308 | 48 | 674 |
Bars Traded | 24337 | 1920 | 22417 | 24337 | 1920 | 22417 |
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 | -89454 | -587206 | 379463 | -89221 | -587206 | 388958 |
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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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