Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27948.9918 | -19680.1153 | 47629.107 | 15290.5601 | -29444.3003 | 44734.8604 |
Total P&L (%) | 27.949 | -19.6801 | 47.6291 | 15.2906 | -29.4443 | 44.7349 |
Avg Daily Profit (%) | 0.1073 | -0.0756 | 0.1829 | 0.0547 | -0.1338 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36886 | -29671 | -26759 | -53177 | -39774 | -34774 |
Profit Factor | 1.1908 | 0.6523 | 1.5299 | 1.0838 | 0.5875 | 1.4025 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 55.814 | 51.1628 | 60.4651 | 55.814 | 51.1628 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.9427 | 0.6227 | 1.0003 | 0.858 | 0.5608 | 0.917 |
Largest Winning Trade | 15956 | 5917 | 15956 | 17963 | 7311 | 17963 |
Largest Losing Trade | -17958 | -17958 | -15330 | -23443 | -23443 | -19373 |
Avg Bars in Trades | 286 | 51 | 522 | 286 | 51 | 522 |
Avg Bars in Winners | 241 | 42 | 409 | 241 | 42 | 409 |
Avg Bars in Losers | 343 | 59 | 694 | 343 | 59 | 694 |
Bars Traded | 24653 | 2201 | 22452 | 24653 | 2201 | 22452 |
Profit Streak | 0 | 0 | 9.0177 | 0 | 0 | 9.0177 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65737 | -581971 | 307692 | -260427 | -581971 | -5000 |
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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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