Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25247.3163 | -19217.8774 | 44465.1937 | 9660.7851 | -27845.5851 | 37506.3702 |
Total P&L (%) | 25.2473 | -19.2179 | 44.4652 | 9.6608 | -27.8456 | 37.5064 |
Avg Daily Profit (%) | 0.0969 | -0.0738 | 0.1707 | 0.0354 | -0.1252 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41802 | -37430 | -27672 | -53071 | -44942 | -32569 |
Profit Factor | 1.1373 | 0.8332 | 1.6474 | 1.0475 | 0.7794 | 1.4862 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 70.5882 | 59.5238 | 81.3953 | 70.5882 | 59.5238 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.4739 | 0.5665 | 0.3766 | 0.4365 | 0.53 | 0.3397 |
Largest Winning Trade | 10192 | 10192 | 7819 | 9448 | 9448 | 7848 |
Largest Losing Trade | -22931 | -22931 | -16059 | -25413 | -25413 | -18160 |
Avg Bars in Trades | 288 | 331 | 246 | 288 | 331 | 246 |
Avg Bars in Winners | 156 | 142 | 166 | 156 | 142 | 166 |
Avg Bars in Losers | 607 | 610 | 599 | 607 | 610 | 599 |
Bars Traded | 24554 | 13943 | 10611 | 24554 | 13943 | 10611 |
Profit Streak | 0 | 5.383 | 0 | 0 | 5.383 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136447 | -580186 | 308438 | -479523 | -580186 | -29845 |
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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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