Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55698.7638 | -11929.1082 | 67627.8721 | 38870.4376 | -18050.0651 | 56920.5027 |
Total P&L (%) | 55.6988 | -11.9291 | 67.6279 | 38.8704 | -18.0501 | 56.9205 |
Avg Daily Profit (%) | 0.2139 | -0.0458 | 0.2597 | 0.1262 | -0.0764 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44778 | -13971 | -41614 | -88983 | -21200 | -83928 |
Profit Factor | 1.5131 | 0.3698 | 1.7546 | 1.1817 | 0.3905 | 1.3088 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 8 | 20 | 28 | 8 | 20 |
Losing Trades | 35 | 24 | 11 | 35 | 24 | 11 |
Profitability (%) | 44.4444 | 25 | 64.5161 | 44.4444 | 25 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.8914 | 1.1093 | 0.965 | 1.4771 | 1.1716 | 0.7199 |
Largest Winning Trade | 23433 | 3499 | 23433 | 36221 | 4658 | 36221 |
Largest Losing Trade | -33465 | -3141 | -33465 | -74786 | -4671 | -74786 |
Avg Bars in Trades | 392 | 2 | 794 | 392 | 2 | 794 |
Avg Bars in Winners | 605 | 2 | 847 | 605 | 2 | 847 |
Avg Bars in Losers | 221 | 2 | 699 | 221 | 2 | 699 |
Bars Traded | 24730 | 86 | 24644 | 24730 | 86 | 24644 |
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 | -145549 | -609520 | 322858 | -202387 | -609520 | 195739 |
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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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