Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18846.4232 | 28132.6294 | -9286.2062 | 17862.7995 | 30547.3574 | -12684.5579 |
Total P&L (%) | 18.8464 | 28.1326 | -9.2862 | 17.8628 | 30.5474 | -12.6846 |
Avg Daily Profit (%) | 0.3619 | 0.5402 | -0.1783 | 0.3161 | 0.5132 | -0.2601 |
Buy And Hold Return (%) | 12.2158 | 12.2158 | 12.2158 | 12.2158 | 12.2158 | 12.2158 |
Max Trade Drawdown | -10573 | -11293 | -16244 | -13415 | -13582 | -20737 |
Profit Factor | 1.3674 | 2.0844 | 0.6336 | 1.2888 | 1.9926 | 0.5919 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 63.9344 | 70 | 58.0645 | 63.9344 | 70 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.7714 | 0.8933 | 0.4576 | 0.727 | 0.854 | 0.4275 |
Largest Winning Trade | 6664 | 6664 | 2557 | 7347 | 7347 | 3023 |
Largest Losing Trade | -10218 | -7402 | -10218 | -13415 | -8972 | -13415 |
Avg Bars in Trades | 314 | 540 | 95 | 314 | 540 | 95 |
Avg Bars in Winners | 209 | 352 | 42 | 209 | 352 | 42 |
Avg Bars in Losers | 500 | 978 | 170 | 500 | 978 | 170 |
Bars Traded | 19179 | 16206 | 2973 | 19179 | 16206 | 2973 |
Profit Streak | 0 | 10.9102 | 0 | 0 | 10.9102 | 0 |
Trades During Streak | 0 | 9 | 0 | 0 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168353 | 327219 | -581551 | -181248 | 359832 | -581551 |
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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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