Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14733.206 | -9290.0494 | 24023.2553 | 13175.999 | -14827.03 | 28003.029 |
Total P&L (%) | 14.7332 | -9.29 | 24.0233 | 13.176 | -14.827 | 28.003 |
Avg Daily Profit (%) | 0.2829 | -0.1784 | 0.4613 | 0.2379 | -0.3077 | 0.4752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20933 | -25033 | -8404 | -27767 | -32381 | -11484 |
Profit Factor | 1.2353 | 0.7628 | 2.0248 | 1.1622 | 0.7046 | 1.9022 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 45.2381 | 51.2195 | 48.1928 | 45.2381 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.328 | 0.9234 | 1.9283 | 1.2494 | 0.853 | 1.8116 |
Largest Winning Trade | 7701 | 7701 | 4828 | 7914 | 7914 | 6200 |
Largest Losing Trade | -6642 | -6642 | -5648 | -8974 | -8974 | -7669 |
Avg Bars in Trades | 272 | 127 | 420 | 272 | 127 | 420 |
Avg Bars in Winners | 236 | 68 | 389 | 236 | 68 | 389 |
Avg Bars in Losers | 304 | 176 | 452 | 304 | 176 | 452 |
Bars Traded | 22588 | 5364 | 17224 | 22588 | 5364 | 17224 |
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 | -14541 | -584643 | 284767 | -105181 | -584643 | 303581 |
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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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