Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290.7951 | -26969.3615 | 27260.1566 | -6957.9502 | -32693.9524 | 25736.0022 |
Total P&L (%) | 0.2908 | -26.9694 | 27.2602 | -6.958 | -32.694 | 25.736 |
Avg Daily Profit (%) | 0.0021 | -0.1909 | 0.1929 | -0.051 | -0.2798 | 0.1622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46494 | -36477 | -22820 | -55025 | -42690 | -28011 |
Profit Factor | 1.0033 | 0.4717 | 1.7312 | 0.9332 | 0.4497 | 1.576 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 20 | 15 | 5 | 20 | 15 | 5 |
Profitability (%) | 66.1017 | 50 | 82.7586 | 66.1017 | 50 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.5145 | 0.4717 | 0.3607 | 0.4785 | 0.4497 | 0.3283 |
Largest Winning Trade | 6206 | 3501 | 6206 | 7673 | 3930 | 7673 |
Largest Losing Trade | -22820 | -13530 | -22820 | -28011 | -16387 | -28011 |
Avg Bars in Trades | 105 | 39 | 173 | 105 | 39 | 173 |
Avg Bars in Winners | 70 | 13 | 106 | 70 | 13 | 106 |
Avg Bars in Losers | 173 | 66 | 494 | 173 | 66 | 494 |
Bars Traded | 6221 | 1193 | 5028 | 6221 | 1193 | 5028 |
Profit Streak | 396.2003 | 396.2003 | 405.7211 | 396.2003 | 396.2003 | 405.7211 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752635 | -581735 | 303631 | -759001 | -581735 | 274915 |
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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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