Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10932.8703 | -7195.8647 | 18128.735 | 10159.4795 | -7099.3957 | 17258.8751 |
Total P&L (%) | 10.9329 | -7.1959 | 18.1287 | 10.1595 | -7.0994 | 17.2589 |
Avg Daily Profit (%) | 0.6298 | -0.4145 | 1.0443 | 0.5589 | -0.4233 | 0.9213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7562 | -6985 | -5538 | -7618 | -6889 | -5636 |
Profit Factor | 1.4632 | 0 | 2.1051 | 1.4336 | 0 | 2.0569 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 16 | 0 | 16 | 16 | 0 | 16 |
Losing Trades | 45 | 31 | 14 | 45 | 31 | 14 |
Profitability (%) | 26.2295 | 0 | 53.3333 | 26.2295 | 0 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.1154 | 0 | 1.8419 | 4.0321 | 0 | 1.7998 |
Largest Winning Trade | 11378 | 0 | 11378 | 10737 | 0 | 10737 |
Largest Losing Trade | -5538 | -352 | -5538 | -5636 | -335 | -5636 |
Avg Bars in Trades | 403 | 1 | 819 | 403 | 1 | 819 |
Avg Bars in Winners | 1053 | 0 | 1053 | 1053 | 0 | 1053 |
Avg Bars in Losers | 172 | 1 | 551 | 172 | 1 | 551 |
Bars Traded | 24620 | 38 | 24582 | 24620 | 38 | 24582 |
Profit Streak | 0 | 0 | 10.9948 | 0 | 0 | 10.9948 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316108 | -1000000 | 308622 | -340956 | -1000000 | 280557 |
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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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