Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39316.2985 | -12429.9245 | 51746.223 | 26217.6129 | -27906.7728 | 54124.3858 |
Total P&L (%) | 39.3163 | -12.4299 | 51.7462 | 26.2176 | -27.9068 | 54.1244 |
Avg Daily Profit (%) | 0.151 | -0.0477 | 0.1987 | 0.0894 | -0.1256 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56579 | -39142 | -23731 | -75940 | -53185 | -28918 |
Profit Factor | 1.194 | 0.8927 | 1.5964 | 1.105 | 0.8086 | 1.5212 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 60.8247 | 53.0612 | 68.75 | 60.8247 | 53.0612 | 68.75 |
Ratio Avg Win / Avg Loss | 0.769 | 0.7897 | 0.7256 | 0.7117 | 0.7153 | 0.6915 |
Largest Winning Trade | 11689 | 11689 | 10254 | 15146 | 15146 | 12243 |
Largest Losing Trade | -18895 | -18895 | -11375 | -23872 | -23872 | -14213 |
Avg Bars in Trades | 248 | 203 | 295 | 248 | 203 | 295 |
Avg Bars in Winners | 142 | 105 | 171 | 142 | 105 | 171 |
Avg Bars in Losers | 414 | 314 | 567 | 414 | 314 | 567 |
Bars Traded | 24132 | 9971 | 14161 | 24132 | 9971 | 14161 |
Profit Streak | 0 | 0 | 9.0393 | 0 | 0 | 9.0393 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3579 | -581680 | 302876 | -183387 | -581680 | 282059 |
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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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