Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12901.6898 | -19677.2802 | 32578.97 | -1767.0185 | -35201.7421 | 33434.7236 |
Total P&L (%) | 12.9017 | -19.6773 | 32.579 | -1.767 | -35.2017 | 33.4347 |
Avg Daily Profit (%) | 0.0913 | -0.1392 | 0.2306 | -0.0126 | -0.3066 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48977 | -38038 | -30750 | -74370 | -55774 | -45464 |
Profit Factor | 1.0992 | 0.75 | 1.6343 | 0.9901 | 0.6729 | 1.4734 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 71.831 | 63.8889 | 80 | 71.831 | 63.8889 | 80 |
Ratio Avg Win / Avg Loss | 0.4311 | 0.4239 | 0.4086 | 0.3883 | 0.3803 | 0.3684 |
Largest Winning Trade | 5934 | 5934 | 5760 | 7508 | 6076 | 7508 |
Largest Losing Trade | -30750 | -20785 | -30750 | -45464 | -30184 | -45464 |
Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Winners | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Losers | 185 | 163 | 227 | 185 | 163 | 227 |
Bars Traded | 6507 | 3427 | 3080 | 6507 | 3427 | 3080 |
Profit Streak | 0 | 0 | 404.7919 | 0 | 0 | 404.7919 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -349606 | -580753 | 315454 | -670721 | -580753 | 279897 |
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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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