Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17497.5814 | -5489.7946 | 22987.376 | 17337.8116 | -6878.663 | 24216.4746 |
Total P&L (%) | 17.4976 | -5.4898 | 22.9874 | 17.3378 | -6.8787 | 24.2165 |
Avg Daily Profit (%) | 0.336 | -0.1054 | 0.4414 | 0.3075 | -0.1367 | 0.4173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12724 | -9161 | -7731 | -14860 | -10628 | -9070 |
Profit Factor | 1.4194 | 0.6847 | 1.9457 | 1.3673 | 0.6501 | 1.8791 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 52.3077 | 42.4242 | 62.5 | 52.3077 | 42.4242 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2942 | 0.9292 | 1.1674 | 1.2466 | 0.8823 | 1.1274 |
Largest Winning Trade | 8076 | 2282 | 8076 | 8567 | 2380 | 8567 |
Largest Losing Trade | -4787 | -3329 | -4787 | -5403 | -3853 | -5403 |
Avg Bars in Trades | 343 | 90 | 604 | 343 | 90 | 604 |
Avg Bars in Winners | 282 | 69 | 431 | 282 | 69 | 431 |
Avg Bars in Losers | 410 | 105 | 892 | 410 | 105 | 892 |
Bars Traded | 22320 | 2978 | 19342 | 22320 | 2978 | 19342 |
Profit Streak | 0 | 0 | 7.3889 | 0 | 0 | 7.3889 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136440 | -585250 | 314809 | -137386 | -585250 | 322254 |
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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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