Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20043.9608 | -2650.9122 | 22694.873 | 20830.6833 | -2796.2514 | 23626.9347 |
Total P&L (%) | 20.044 | -2.6509 | 22.6949 | 20.8307 | -2.7963 | 23.6269 |
Avg Daily Profit (%) | 1.1546 | -0.1527 | 1.3073 | 1.0959 | -0.1632 | 1.2293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -5778 | -3745 | -4802 | -6060 | -3878 | -5039 |
Profit Factor | 2.0821 | 0.5124 | 2.7343 | 2.0771 | 0.506 | 2.7272 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4411 | 0.7489 | 2.5634 | 2.4352 | 0.7396 | 2.5568 |
Largest Winning Trade | 10692 | 868 | 10692 | 10941 | 857 | 10941 |
Largest Losing Trade | -1783 | -742 | -1783 | -1870 | -764 | -1870 |
Avg Bars in Trades | 380 | 24 | 748 | 380 | 24 | 748 |
Avg Bars in Winners | 605 | 26 | 1075 | 605 | 26 | 1075 |
Avg Bars in Losers | 189 | 23 | 399 | 189 | 23 | 399 |
Bars Traded | 24002 | 799 | 23203 | 24002 | 799 | 23203 |
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 | -144276 | -585789 | 417400 | -143812 | -585789 | 436836 |
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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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