Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17778.0196 | -4129.3507 | 21907.3703 | 18348.7342 | -4387.1966 | 22735.9308 |
Total P&L (%) | 17.778 | -4.1294 | 21.9074 | 18.3487 | -4.3872 | 22.7359 |
Avg Daily Profit (%) | 1.0241 | -0.2379 | 1.2619 | 0.9751 | -0.2581 | 1.1871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6815 | -4893 | -4310 | -7107 | -5123 | -4440 |
Profit Factor | 1.6978 | 0.6776 | 2.7291 | 1.6801 | 0.6765 | 2.6945 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 57.7465 | 50 | 65.7143 | 57.7465 | 50 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.2423 | 0.6776 | 1.4239 | 1.2293 | 0.6765 | 1.4058 |
Largest Winning Trade | 7004 | 2122 | 7004 | 7217 | 2131 | 7217 |
Largest Losing Trade | -3304 | -2595 | -3304 | -3393 | -2750 | -3393 |
Avg Bars in Trades | 340 | 103 | 584 | 340 | 103 | 584 |
Avg Bars in Winners | 358 | 73 | 580 | 358 | 73 | 580 |
Avg Bars in Losers | 316 | 133 | 591 | 316 | 133 | 591 |
Bars Traded | 24187 | 3725 | 20462 | 24187 | 3725 | 20462 |
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 | -85205 | -582391 | 423617 | -84901 | -582391 | 438757 |
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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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