Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21137.3362 | -27067.6434 | 48204.9796 | -4708.545 | -38899.1548 | 34190.6099 |
Total P&L (%) | 21.1373 | -27.0676 | 48.205 | -4.7085 | -38.8992 | 34.1906 |
Avg Daily Profit (%) | 0.0812 | -0.1039 | 0.1851 | -0.0185 | -0.189 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51635 | -40692 | -33113 | -54556 | -42825 | -31366 |
Profit Factor | 1.1083 | 0.7579 | 1.5776 | 0.9755 | 0.6554 | 1.4331 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 68.1818 | 60.6061 | 75.7576 | 68.1818 | 60.6061 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.5172 | 0.4926 | 0.5048 | 0.4552 | 0.426 | 0.4586 |
Largest Winning Trade | 21279 | 11532 | 21279 | 18315 | 11860 | 18315 |
Largest Losing Trade | -26264 | -17901 | -26264 | -25984 | -20191 | -25984 |
Avg Bars in Trades | 373 | 436 | 310 | 373 | 436 | 310 |
Avg Bars in Winners | 185 | 210 | 166 | 185 | 210 | 166 |
Avg Bars in Losers | 774 | 782 | 759 | 774 | 782 | 759 |
Bars Traded | 24625 | 14390 | 10235 | 24625 | 14390 | 10235 |
Profit Streak | 0 | 0 | 17.3418 | 0 | 0 | 17.3418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321372 | -580823 | 309654 | -708316 | -580823 | -43169 |
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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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