Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20599.7189 | -22533.6196 | 43133.3385 | -7220.6511 | -47001.1016 | 39780.4505 |
Total P&L (%) | 20.5997 | -22.5336 | 43.1333 | -7.2207 | -47.0011 | 39.7805 |
Avg Daily Profit (%) | 0.0791 | -0.0865 | 0.1656 | -0.0288 | -0.2435 | 0.1287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67663 | -45673 | -32955 | -90064 | -66334 | -45418 |
Profit Factor | 1.107 | 0.8017 | 1.5466 | 0.9688 | 0.6669 | 1.4414 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 75.3425 | 72.973 | 77.7778 | 75.3425 | 72.973 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3623 | 0.2969 | 0.4419 | 0.3171 | 0.247 | 0.4118 |
Largest Winning Trade | 15405 | 11733 | 15405 | 21286 | 14510 | 21286 |
Largest Losing Trade | -34999 | -34999 | -27964 | -39279 | -39279 | -32862 |
Avg Bars in Trades | 329 | 323 | 335 | 329 | 323 | 335 |
Avg Bars in Winners | 170 | 133 | 205 | 170 | 133 | 205 |
Avg Bars in Losers | 817 | 837 | 792 | 817 | 837 | 792 |
Bars Traded | 24076 | 11985 | 12091 | 24076 | 11985 | 12091 |
Profit Streak | 8.112 | 8.112 | 15.5912 | 8.112 | 8.112 | 15.5912 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270848 | -578060 | 308940 | -653285 | -578060 | -20913 |
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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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