Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17891.2483 | -18533.3103 | 36424.5586 | 2269.4294 | -35781.178 | 38050.6074 |
Total P&L (%) | 17.8912 | -18.5333 | 36.4246 | 2.2694 | -35.7812 | 38.0506 |
Avg Daily Profit (%) | 0.1266 | -0.1312 | 0.2578 | 0.0159 | -0.3129 | 0.2284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57702 | -35750 | -28562 | -99763 | -56408 | -57704 |
Profit Factor | 1.1625 | 0.7609 | 2.1181 | 1.0122 | 0.7102 | 1.6119 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 14 | 11 | 3 | 14 | 11 | 3 |
Profitability (%) | 78.125 | 65.625 | 90.625 | 78.125 | 65.625 | 90.625 |
Ratio Avg Win / Avg Loss | 0.3255 | 0.3986 | 0.2191 | 0.2834 | 0.372 | 0.1668 |
Largest Winning Trade | 7002 | 7002 | 6319 | 10026 | 8604 | 10026 |
Largest Losing Trade | -29140 | -29140 | -28562 | -57704 | -42058 | -57704 |
Avg Bars in Trades | 99 | 110 | 87 | 99 | 110 | 87 |
Avg Bars in Winners | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Losers | 208 | 199 | 241 | 208 | 199 | 241 |
Bars Traded | 6363 | 3548 | 2815 | 6363 | 3548 | 2815 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217345 | -580558 | 357876 | -687782 | -580558 | 318895 |
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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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