Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36528.7924 | 6902.5079 | 29626.2846 | 37623.8005 | -302.1029 | 37925.9034 |
Total P&L (%) | 36.5288 | 6.9025 | 29.6263 | 37.6238 | -0.3021 | 37.9259 |
Avg Daily Profit (%) | 0.7014 | 0.1325 | 0.5689 | 0.6151 | -0.0058 | 0.6193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29299 | -21085 | -10075 | -50246 | -35889 | -17250 |
Profit Factor | 1.5518 | 1.1384 | 2.8156 | 1.358 | 0.9962 | 2.4501 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 78.4615 | 75.7576 | 81.25 | 78.4615 | 75.7576 | 81.25 |
Ratio Avg Win / Avg Loss | 0.426 | 0.3643 | 0.6497 | 0.3728 | 0.3188 | 0.5654 |
Largest Winning Trade | 6298 | 6298 | 5186 | 8637 | 8637 | 8317 |
Largest Losing Trade | -12997 | -12997 | -6593 | -20560 | -20560 | -10708 |
Avg Bars in Trades | 377 | 395 | 358 | 377 | 395 | 358 |
Avg Bars in Winners | 220 | 189 | 249 | 220 | 189 | 249 |
Avg Bars in Losers | 950 | 1038 | 834 | 950 | 1038 | 834 |
Bars Traded | 24536 | 13054 | 11482 | 24536 | 13054 | 11482 |
Profit Streak | 0 | 0 | 7.5904 | 0 | 0 | 7.5904 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125035 | -250583 | 478329 | -126860 | -579520 | 495021 |
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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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