Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21569.265 | -5919.0249 | 27488.2899 | 20095.6456 | -10056.0532 | 30151.6988 |
Total P&L (%) | 21.5693 | -5.919 | 27.4883 | 20.0956 | -10.0561 | 30.1517 |
Avg Daily Profit (%) | 0.4142 | -0.1137 | 0.5278 | 0.3522 | -0.2033 | 0.5073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15329 | -24058 | -8295 | -21179 | -30299 | -10549 |
Profit Factor | 1.3236 | 0.8451 | 1.9661 | 1.2418 | 0.7877 | 1.8434 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 57.8313 | 50 | 65.8537 | 57.8313 | 50 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.9651 | 0.8451 | 1.0195 | 0.9055 | 0.7877 | 0.9558 |
Largest Winning Trade | 10492 | 10492 | 7066 | 11379 | 11379 | 8468 |
Largest Losing Trade | -8438 | -8438 | -6017 | -10203 | -10203 | -7532 |
Avg Bars in Trades | 282 | 107 | 461 | 282 | 107 | 461 |
Avg Bars in Winners | 199 | 64 | 304 | 199 | 64 | 304 |
Avg Bars in Losers | 395 | 151 | 762 | 395 | 151 | 762 |
Bars Traded | 23440 | 4532 | 18908 | 23440 | 4532 | 18908 |
Profit Streak | 3.8612 | 5.88 | 0 | 3.8612 | 5.88 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -497 | -581202 | 350864 | -2509 | -581202 | 284544 |
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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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