Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58879.2657 | -4511.6441 | 63390.9097 | 35534.4682 | -27089.0386 | 62623.5068 |
Total P&L (%) | 58.8793 | -4.5116 | 63.3909 | 35.5345 | -27.089 | 62.6235 |
Avg Daily Profit (%) | 0.2261 | -0.0173 | 0.2434 | 0.1168 | -0.1212 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60061 | -36085 | -30586 | -90475 | -64522 | -49736 |
Profit Factor | 1.3315 | 0.956 | 1.8447 | 1.1378 | 0.8174 | 1.572 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 76.1194 | 70.5882 | 81.8182 | 76.1194 | 70.5882 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4177 | 0.3983 | 0.4099 | 0.357 | 0.3406 | 0.3493 |
Largest Winning Trade | 15573 | 12659 | 15573 | 22255 | 16057 | 22255 |
Largest Losing Trade | -34480 | -34480 | -28358 | -45147 | -43323 | -45147 |
Avg Bars in Trades | 366 | 374 | 357 | 366 | 374 | 357 |
Avg Bars in Winners | 211 | 191 | 228 | 211 | 191 | 228 |
Avg Bars in Losers | 860 | 813 | 937 | 860 | 813 | 937 |
Bars Traded | 24541 | 12740 | 11801 | 24541 | 12740 | 11801 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113296 | -579521 | 393106 | -229250 | -579521 | 350718 |
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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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