Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61269.6191 | -4060.5532 | 65330.1722 | 63982.8074 | -6215.7451 | 70198.5525 |
Total P&L (%) | 61.2696 | -4.0606 | 65.3302 | 63.9828 | -6.2157 | 70.1986 |
Avg Daily Profit (%) | 0.2353 | -0.0156 | 0.2509 | 0.1901 | -0.0246 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27997 | -15803 | -22665 | -45563 | -24274 | -37187 |
Profit Factor | 1.712 | 0.8621 | 2.1542 | 1.4605 | 0.8615 | 1.7464 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 54.5455 | 45.4545 | 63.6364 | 54.5455 | 45.4545 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.4267 | 1.0345 | 1.231 | 1.2171 | 1.0338 | 0.998 |
Largest Winning Trade | 33412 | 10001 | 33412 | 35908 | 14340 | 35908 |
Largest Losing Trade | -13310 | -8397 | -13310 | -23214 | -12750 | -23214 |
Avg Bars in Trades | 365 | 16 | 715 | 365 | 16 | 715 |
Avg Bars in Winners | 336 | 15 | 566 | 336 | 15 | 566 |
Avg Bars in Losers | 400 | 17 | 975 | 400 | 17 | 975 |
Bars Traded | 24141 | 534 | 23607 | 24141 | 534 | 23607 |
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 | -119832 | -582021 | 398824 | -121105 | -582021 | 307414 |
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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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