Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22524.6908 | -21542.0562 | 44066.747 | -8428.3342 | -46083.7832 | 37655.449 |
Total P&L (%) | 22.5247 | -21.5421 | 44.0667 | -8.4283 | -46.0838 | 37.6554 |
Avg Daily Profit (%) | 0.0865 | -0.0827 | 0.1692 | -0.0338 | -0.2369 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77711 | -53176 | -37068 | -104613 | -69006 | -49788 |
Profit Factor | 1.11 | 0.8264 | 1.5459 | 0.9636 | 0.6828 | 1.436 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 76.3889 | 69.4444 | 83.3333 | 76.3889 | 69.4444 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3431 | 0.3636 | 0.3092 | 0.2978 | 0.3004 | 0.2872 |
Largest Winning Trade | 14888 | 9412 | 14888 | 19460 | 11244 | 19460 |
Largest Losing Trade | -36153 | -36153 | -30649 | -40729 | -40729 | -32888 |
Avg Bars in Trades | 333 | 378 | 287 | 333 | 378 | 287 |
Avg Bars in Winners | 186 | 189 | 183 | 186 | 189 | 183 |
Avg Bars in Losers | 808 | 808 | 808 | 808 | 808 | 808 |
Bars Traded | 23982 | 13633 | 10349 | 23982 | 13633 | 10349 |
Profit Streak | 7.3985 | 7.3985 | 21.2215 | 7.3985 | 7.3985 | 21.2215 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264243 | -578975 | 334273 | -661108 | -578975 | -28395 |
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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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