Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28823.3732 | -2920.6864 | 31744.0596 | 30683.1623 | -3416.4781 | 34099.6404 |
Total P&L (%) | 28.8234 | -2.9207 | 31.7441 | 30.6832 | -3.4165 | 34.0996 |
Avg Daily Profit (%) | 0.5534 | -0.0561 | 0.6095 | 0.5152 | -0.0667 | 0.565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8886 | -5938 | -8797 | -10051 | -6373 | -9941 |
Profit Factor | 1.7386 | 0.7095 | 2.0958 | 1.727 | 0.6854 | 2.0879 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 53.8462 | 48.4848 | 59.375 | 53.8462 | 48.4848 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4903 | 0.7538 | 1.434 | 1.4803 | 0.7283 | 1.4286 |
Largest Winning Trade | 7683 | 3259 | 7683 | 9424 | 3214 | 9424 |
Largest Losing Trade | -6220 | -1512 | -6220 | -6975 | -1494 | -6975 |
Avg Bars in Trades | 365 | 16 | 725 | 365 | 16 | 725 |
Avg Bars in Winners | 335 | 18 | 602 | 335 | 18 | 602 |
Avg Bars in Losers | 401 | 14 | 906 | 401 | 14 | 906 |
Bars Traded | 23773 | 546 | 23227 | 23773 | 546 | 23227 |
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 | -127947 | -582615 | 365946 | -128131 | -582615 | 359230 |
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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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