Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40534.5578 | -11220.7386 | 51755.2964 | 32658.2025 | -17241.2811 | 49899.4837 |
Total P&L (%) | 40.5346 | -11.2207 | 51.7553 | 32.6582 | -17.2413 | 49.8995 |
Avg Daily Profit (%) | 0.1557 | -0.0431 | 0.1987 | 0.1086 | -0.0726 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33358 | -23405 | -15816 | -37237 | -25956 | -18246 |
Profit Factor | 1.3528 | 0.847 | 2.2464 | 1.2575 | 0.7886 | 2.1021 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 73.3333 | 66.6667 | 80 | 73.3333 | 66.6667 | 80 |
Ratio Avg Win / Avg Loss | 0.4919 | 0.4235 | 0.5616 | 0.4573 | 0.3943 | 0.5255 |
Largest Winning Trade | 10546 | 9762 | 10546 | 11546 | 9553 | 11546 |
Largest Losing Trade | -23654 | -23654 | -15550 | -25278 | -25278 | -18246 |
Avg Bars in Trades | 388 | 457 | 320 | 388 | 457 | 320 |
Avg Bars in Winners | 191 | 220 | 167 | 191 | 220 | 167 |
Avg Bars in Losers | 931 | 932 | 930 | 931 | 932 | 930 |
Bars Traded | 23337 | 13731 | 9606 | 23337 | 13731 | 9606 |
Profit Streak | 0 | 0 | 21.9241 | 0 | 0 | 21.9241 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168063 | -580060 | 409829 | -224623 | -580060 | 381987 |
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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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