Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11372.7018 | -21256.8182 | 32629.5201 | -4307.784 | -36415.653 | 32107.869 |
Total P&L (%) | 11.3727 | -21.2568 | 32.6295 | -4.3078 | -36.4157 | 32.1079 |
Avg Daily Profit (%) | 0.0805 | -0.1504 | 0.2309 | -0.0312 | -0.3199 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57410 | -39373 | -28280 | -91535 | -57431 | -52645 |
Profit Factor | 1.098 | 0.739 | 1.9417 | 0.9762 | 0.6977 | 1.5281 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 72.973 | 67.5676 | 78.3784 | 72.973 | 67.5676 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.4067 | 0.3547 | 0.5356 | 0.3616 | 0.3349 | 0.4216 |
Largest Winning Trade | 10339 | 10339 | 6286 | 11568 | 11568 | 10749 |
Largest Losing Trade | -29129 | -29129 | -28280 | -52645 | -38889 | -52645 |
Avg Bars in Trades | 86 | 94 | 77 | 86 | 94 | 77 |
Avg Bars in Winners | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Losers | 160 | 182 | 127 | 160 | 182 | 127 |
Bars Traded | 6388 | 3505 | 2883 | 6388 | 3505 | 2883 |
Profit Streak | 396.1286 | 396.1286 | 408.9411 | 396.1286 | 396.1286 | 408.9411 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -389345 | -579683 | 302898 | -647110 | -579683 | 251316 |
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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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