Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20074.0226 | 21404.5874 | -1330.5648 | 20977.9632 | 21766.9163 | -788.9531 |
Total P&L (%) | 20.074 | 21.4046 | -1.3306 | 20.978 | 21.7669 | -0.789 |
Avg Daily Profit (%) | 1.1563 | 1.233 | -0.0766 | 1.103 | 1.1409 | -0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9766 | -9958 | -5140 | -13063 | -13230 | -5389 |
Profit Factor | 1.6771 | 2.0637 | 0.8603 | 1.5919 | 1.8774 | 0.9258 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 59.375 | 65.625 | 53.125 | 59.375 | 65.625 | 53.125 |
Ratio Avg Win / Avg Loss | 1.1475 | 1.081 | 0.7591 | 1.0892 | 0.9834 | 0.8169 |
Largest Winning Trade | 3749 | 3749 | 1550 | 4631 | 4631 | 2046 |
Largest Losing Trade | -5923 | -5923 | -1999 | -7771 | -7771 | -2594 |
Avg Bars in Trades | 339 | 620 | 58 | 339 | 620 | 58 |
Avg Bars in Winners | 242 | 390 | 60 | 242 | 390 | 60 |
Avg Bars in Losers | 481 | 1059 | 57 | 481 | 1059 | 57 |
Bars Traded | 21734 | 19850 | 1884 | 21734 | 19850 | 1884 |
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 | -135888 | 363183 | -582016 | -135530 | 296059 | -582016 |
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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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