Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5377.1167 | -36922.2994 | 42299.4162 | -7540.2541 | -41774.1388 | 34233.8848 |
Total P&L (%) | 5.3771 | -36.9223 | 42.2994 | -7.5403 | -41.7741 | 34.2339 |
Avg Daily Profit (%) | 0.0206 | -0.1418 | 0.1624 | -0.0301 | -0.2075 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53302 | -33741 | -23369 | -56354 | -34973 | -24185 |
Profit Factor | 1.0313 | 0.6803 | 1.7481 | 0.9542 | 0.6238 | 1.6379 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 68.1319 | 58.6957 | 77.7778 | 68.1319 | 58.6957 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4824 | 0.4787 | 0.4995 | 0.4463 | 0.439 | 0.468 |
Largest Winning Trade | 8273 | 6367 | 8273 | 8022 | 5387 | 8022 |
Largest Losing Trade | -18337 | -17633 | -18337 | -17680 | -15820 | -17680 |
Avg Bars in Trades | 266 | 302 | 230 | 266 | 302 | 230 |
Avg Bars in Winners | 142 | 138 | 144 | 142 | 138 | 144 |
Avg Bars in Losers | 532 | 534 | 529 | 532 | 534 | 529 |
Bars Traded | 24265 | 13899 | 10366 | 24265 | 13899 | 10366 |
Profit Streak | 0 | 0 | 18.8794 | 0 | 0 | 18.8794 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -517389 | -580972 | 344248 | -579302 | -580972 | -40650 |
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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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