Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49872.2566 | -513.6362 | 50385.8928 | 38345.4966 | -12669.216 | 51014.7126 |
Total P&L (%) | 49.8723 | -0.5136 | 50.3859 | 38.3455 | -12.6692 | 51.0147 |
Avg Daily Profit (%) | 0.1915 | -0.002 | 0.1935 | 0.1247 | -0.052 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41731 | -29565 | -27060 | -75684 | -46256 | -50711 |
Profit Factor | 1.3291 | 0.9946 | 1.8829 | 1.164 | 0.9104 | 1.5521 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 70.5882 | 61.7647 | 79.4118 | 70.5882 | 61.7647 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.5538 | 0.6157 | 0.4882 | 0.485 | 0.5636 | 0.4024 |
Largest Winning Trade | 13028 | 13028 | 10493 | 17425 | 17425 | 12702 |
Largest Losing Trade | -26868 | -18728 | -26868 | -42988 | -24834 | -42988 |
Avg Bars in Trades | 364 | 419 | 309 | 364 | 419 | 309 |
Avg Bars in Winners | 193 | 190 | 195 | 193 | 190 | 195 |
Avg Bars in Losers | 775 | 789 | 749 | 775 | 789 | 749 |
Bars Traded | 24770 | 14259 | 10511 | 24770 | 14259 | 10511 |
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 | -107427 | -580665 | 340349 | -182925 | -580665 | 300871 |
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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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