Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21984.837 | -6677.6615 | 28662.4985 | 22100.1365 | -7800.987 | 29901.1235 |
Total P&L (%) | 21.9848 | -6.6777 | 28.6625 | 22.1001 | -7.801 | 29.9011 |
Avg Daily Profit (%) | 0.4221 | -0.1282 | 0.5504 | 0.3841 | -0.1558 | 0.5036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12108 | -10536 | -10297 | -16069 | -12896 | -13300 |
Profit Factor | 1.4682 | 0.6761 | 2.0882 | 1.3944 | 0.6745 | 1.9324 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 55.1724 | 50 | 60.4651 | 55.1724 | 50 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.1929 | 0.6761 | 1.3653 | 1.133 | 0.6745 | 1.2635 |
Largest Winning Trade | 6404 | 2537 | 6404 | 6465 | 2947 | 6465 |
Largest Losing Trade | -7318 | -5459 | -7318 | -9386 | -6698 | -9386 |
Avg Bars in Trades | 247 | 27 | 472 | 247 | 27 | 472 |
Avg Bars in Winners | 247 | 36 | 427 | 247 | 36 | 427 |
Avg Bars in Losers | 246 | 18 | 540 | 246 | 18 | 540 |
Bars Traded | 21503 | 1207 | 20296 | 21503 | 1207 | 20296 |
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 | 140819 | -582220 | 345433 | 115663 | -582220 | 324184 |
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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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