Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17266.7786 | -5514.3552 | 22781.1338 | 17409.7655 | -6852.228 | 24261.9935 |
Total P&L (%) | 17.2668 | -5.5144 | 22.7811 | 17.4098 | -6.8522 | 24.262 |
Avg Daily Profit (%) | 0.9946 | -0.3176 | 1.3123 | 0.9288 | -0.4081 | 1.2591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7195 | -10530 | -6214 | -8360 | -12400 | -7209 |
Profit Factor | 1.6697 | 0.5114 | 2.5716 | 1.5778 | 0.4832 | 2.438 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 36.5079 | 25 | 48.3871 | 36.5079 | 25 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.9039 | 1.5341 | 2.743 | 2.744 | 1.4497 | 2.6005 |
Largest Winning Trade | 9939 | 4605 | 9939 | 10077 | 5133 | 10077 |
Largest Losing Trade | -4381 | -4381 | -3383 | -5278 | -5278 | -3902 |
Avg Bars in Trades | 336 | 20 | 662 | 336 | 20 | 662 |
Avg Bars in Winners | 557 | 23 | 843 | 557 | 23 | 843 |
Avg Bars in Losers | 208 | 19 | 492 | 208 | 19 | 492 |
Bars Traded | 21176 | 643 | 20533 | 21176 | 643 | 20533 |
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 | -151043 | -609181 | 378213 | -151553 | -610847 | 402813 |
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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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