Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23910.1605 | -8720.1647 | 32630.3251 | 23401.4539 | -10082.0538 | 33483.5077 |
Total P&L (%) | 23.9102 | -8.7202 | 32.6303 | 23.4015 | -10.0821 | 33.4835 |
Avg Daily Profit (%) | 0.4591 | -0.1674 | 0.6265 | 0.4046 | -0.2038 | 0.5561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17585 | -8830 | -13454 | -20227 | -10626 | -15336 |
Profit Factor | 1.3514 | 0.6518 | 1.7588 | 1.3054 | 0.6418 | 1.6906 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 53.6842 | 50 | 57.4468 | 53.6842 | 50 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.1659 | 0.6518 | 1.3028 | 1.1262 | 0.6418 | 1.2523 |
Largest Winning Trade | 8380 | 2335 | 8380 | 9069 | 2520 | 9069 |
Largest Losing Trade | -9719 | -3933 | -9719 | -10946 | -4522 | -10946 |
Avg Bars in Trades | 248 | 69 | 432 | 248 | 69 | 432 |
Avg Bars in Winners | 221 | 85 | 342 | 221 | 85 | 342 |
Avg Bars in Losers | 280 | 53 | 552 | 280 | 53 | 552 |
Bars Traded | 23633 | 3326 | 20307 | 23633 | 3326 | 20307 |
Profit Streak | 0 | 0 | 17.2516 | 0 | 0 | 17.2516 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 166514 | -582190 | 400782 | 127401 | -582190 | 377098 |
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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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