Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2603.2287 | -23663.058 | 26266.2867 | -4305.4376 | -29426.81 | 25121.3725 |
Total P&L (%) | 2.6032 | -23.6631 | 26.2663 | -4.3054 | -29.4268 | 25.1214 |
Avg Daily Profit (%) | 0.0184 | -0.1675 | 0.1859 | -0.0311 | -0.2463 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43401 | -32759 | -24070 | -49818 | -38883 | -28159 |
Profit Factor | 1.0322 | 0.4204 | 1.6554 | 0.9541 | 0.3852 | 1.5458 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 76.1905 | 65.625 | 87.0968 | 76.1905 | 65.625 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.3226 | 0.2202 | 0.2452 | 0.2982 | 0.2018 | 0.229 |
Largest Winning Trade | 6210 | 2679 | 6210 | 7163 | 2781 | 7163 |
Largest Losing Trade | -22078 | -13420 | -22078 | -25748 | -17600 | -25748 |
Avg Bars in Trades | 96 | 18 | 178 | 96 | 18 | 178 |
Avg Bars in Winners | 79 | 6 | 137 | 79 | 6 | 137 |
Avg Bars in Losers | 151 | 41 | 456 | 151 | 41 | 456 |
Bars Traded | 6106 | 583 | 5523 | 6106 | 583 | 5523 |
Profit Streak | 392.597 | 392.597 | 395.5345 | 392.597 | 392.597 | 395.5345 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668800 | -578662 | 308104 | -728758 | -578662 | 280313 |
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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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