Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29110.9521 | 3125.495 | 25985.4571 | 32662.0321 | 3898.5728 | 28763.4593 |
Total P&L (%) | 29.111 | 3.1255 | 25.9855 | 32.662 | 3.8986 | 28.7635 |
Avg Daily Profit (%) | 0.559 | 0.06 | 0.499 | 0.5442 | 0.0735 | 0.4866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -5556 | -3494 | -3951 | -5823 | -3604 | -4171 |
Profit Factor | 2.7677 | 1.5712 | 3.363 | 2.847 | 1.6613 | 3.4399 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 37 | 25 | 12 | 37 | 25 | 12 |
Profitability (%) | 49.3151 | 32.4324 | 66.6667 | 49.3151 | 32.4324 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.8446 | 3.2734 | 1.6815 | 2.926 | 3.461 | 1.72 |
Largest Winning Trade | 8042 | 4278 | 8042 | 9004 | 5174 | 9004 |
Largest Losing Trade | -3798 | -1111 | -3798 | -4009 | -1128 | -4009 |
Avg Bars in Trades | 277 | 11 | 551 | 277 | 11 | 551 |
Avg Bars in Winners | 470 | 21 | 695 | 470 | 21 | 695 |
Avg Bars in Losers | 89 | 6 | 261 | 89 | 6 | 261 |
Bars Traded | 20269 | 430 | 19839 | 20269 | 430 | 19839 |
Profit Streak | 0 | 0 | 16.9526 | 0 | 0 | 16.9526 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65542 | -283764 | 541810 | -65200 | -265815 | 552240 |
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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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