Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33745.9646 | -14313.7456 | 48059.7103 | 13418.0722 | -24111.6461 | 37529.7183 |
Total P&L (%) | 33.746 | -14.3137 | 48.0597 | 13.4181 | -24.1116 | 37.5297 |
Avg Daily Profit (%) | 0.1296 | -0.055 | 0.1845 | 0.0484 | -0.1059 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51088 | -39681 | -28827 | -49739 | -41965 | -29572 |
Profit Factor | 1.1978 | 0.8571 | 1.6823 | 1.0784 | 0.7596 | 1.5304 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 66.6667 | 56.6667 | 76.6667 | 66.6667 | 56.6667 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.5989 | 0.6555 | 0.512 | 0.5392 | 0.5809 | 0.4658 |
Largest Winning Trade | 14682 | 12735 | 14682 | 16956 | 13045 | 16956 |
Largest Losing Trade | -22016 | -22016 | -21293 | -25351 | -25351 | -22490 |
Avg Bars in Trades | 408 | 440 | 376 | 408 | 440 | 376 |
Avg Bars in Winners | 259 | 235 | 277 | 259 | 235 | 277 |
Avg Bars in Losers | 705 | 708 | 701 | 705 | 708 | 701 |
Bars Traded | 24493 | 13212 | 11281 | 24493 | 13212 | 11281 |
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 | -200191 | -581356 | 302629 | -496397 | -581356 | -30151 |
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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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