Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20298.6456 | -4524.5597 | 24823.2053 | 21411.6597 | -4589.619 | 26001.2787 |
Total P&L (%) | 20.2986 | -4.5246 | 24.8232 | 21.4117 | -4.5896 | 26.0013 |
Avg Daily Profit (%) | 1.1693 | -0.2606 | 1.4299 | 1.1239 | -0.2703 | 1.3402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6129 | -6142 | -5020 | -6505 | -6306 | -5297 |
Profit Factor | 2.1482 | 0.4485 | 3.6201 | 2.1378 | 0.4702 | 3.5603 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 24 | 5 | 19 | 24 | 5 | 19 |
Losing Trades | 49 | 32 | 17 | 49 | 32 | 17 |
Profitability (%) | 32.8767 | 13.5135 | 52.7778 | 32.8767 | 13.5135 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.3859 | 2.8707 | 3.2391 | 4.3647 | 3.0092 | 3.1856 |
Largest Winning Trade | 9157 | 2488 | 9157 | 9289 | 2755 | 9289 |
Largest Losing Trade | -3674 | -929 | -3674 | -3857 | -948 | -3857 |
Avg Bars in Trades | 293 | 12 | 582 | 293 | 12 | 582 |
Avg Bars in Winners | 503 | 20 | 630 | 503 | 20 | 630 |
Avg Bars in Losers | 190 | 10 | 528 | 190 | 10 | 528 |
Bars Traded | 21399 | 444 | 20955 | 21399 | 444 | 20955 |
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 | -74359 | -659768 | 535476 | -73677 | -659768 | 538543 |
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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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