Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31103.1235 | -15191.2006 | 46294.324 | 14630.9004 | -23767.3828 | 38398.2832 |
Total P&L (%) | 31.1031 | -15.1912 | 46.2943 | 14.6309 | -23.7674 | 38.3983 |
Avg Daily Profit (%) | 0.1194 | -0.0583 | 0.1778 | 0.0524 | -0.1042 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47249 | -26289 | -29694 | -81059 | -41811 | -51697 |
Profit Factor | 1.2121 | 0.8308 | 1.814 | 1.0691 | 0.8085 | 1.4382 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 70 | 60 | 80 | 70 | 60 | 80 |
Ratio Avg Win / Avg Loss | 0.5195 | 0.5538 | 0.4535 | 0.4582 | 0.539 | 0.3596 |
Largest Winning Trade | 16499 | 13894 | 16499 | 17385 | 17056 | 17385 |
Largest Losing Trade | -27294 | -18290 | -27294 | -41463 | -22385 | -41463 |
Avg Bars in Trades | 399 | 476 | 323 | 399 | 476 | 323 |
Avg Bars in Winners | 202 | 215 | 193 | 202 | 215 | 193 |
Avg Bars in Losers | 859 | 867 | 843 | 859 | 867 | 843 |
Bars Traded | 23976 | 14284 | 9692 | 23976 | 14284 | 9692 |
Profit Streak | 0 | 0 | 18.5337 | 0 | 0 | 18.5337 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210996 | -580924 | 339829 | -463065 | -580924 | -26417 |
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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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