Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36796.707 | -12105.8598 | 48902.5668 | 25231.104 | -22625.298 | 47856.402 |
Total P&L (%) | 36.7967 | -12.1059 | 48.9026 | 25.2311 | -22.6253 | 47.8564 |
Avg Daily Profit (%) | 0.1413 | -0.0465 | 0.1878 | 0.0864 | -0.0985 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55001 | -31284 | -25303 | -71273 | -44429 | -28431 |
Profit Factor | 1.2614 | 0.8339 | 1.7202 | 1.1456 | 0.7543 | 1.5894 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.1538 | 57.5758 | 75 | 66.1538 | 57.5758 | 75 |
Ratio Avg Win / Avg Loss | 0.6454 | 0.6144 | 0.5734 | 0.5861 | 0.5558 | 0.5298 |
Largest Winning Trade | 13404 | 9441 | 13404 | 13289 | 13289 | 13104 |
Largest Losing Trade | -20642 | -20642 | -19375 | -27509 | -27509 | -25677 |
Avg Bars in Trades | 368 | 391 | 344 | 368 | 391 | 344 |
Avg Bars in Winners | 223 | 247 | 204 | 223 | 247 | 204 |
Avg Bars in Losers | 650 | 585 | 765 | 650 | 585 | 765 |
Bars Traded | 23932 | 12904 | 11028 | 23932 | 12904 | 11028 |
Profit Streak | 0 | 0 | 21.9592 | 0 | 0 | 21.9592 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144036 | -581216 | 321489 | -278417 | -581216 | 295917 |
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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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