Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33585.5454 | -12560.2446 | 46145.79 | 19879.2755 | -19047.8156 | 38927.0911 |
Total P&L (%) | 33.5855 | -12.5602 | 46.1458 | 19.8793 | -19.0478 | 38.9271 |
Avg Daily Profit (%) | 0.129 | -0.0482 | 0.1772 | 0.0696 | -0.0811 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30292 | -26919 | -24716 | -41024 | -35108 | -33330 |
Profit Factor | 1.2497 | 0.8523 | 1.9335 | 1.121 | 0.812 | 1.6177 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 69.3548 | 61.2903 | 77.4194 | 69.3548 | 61.2903 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5522 | 0.5383 | 0.5639 | 0.4953 | 0.5129 | 0.4718 |
Largest Winning Trade | 17412 | 12761 | 17412 | 17421 | 14991 | 17421 |
Largest Losing Trade | -24716 | -20338 | -24716 | -33330 | -21580 | -33330 |
Avg Bars in Trades | 390 | 467 | 313 | 390 | 467 | 313 |
Avg Bars in Winners | 228 | 265 | 199 | 228 | 265 | 199 |
Avg Bars in Losers | 756 | 786 | 703 | 756 | 786 | 703 |
Bars Traded | 24210 | 14495 | 9715 | 24210 | 14495 | 9715 |
Profit Streak | 0 | 0 | 18.6414 | 0 | 0 | 18.6414 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182919 | -580749 | 335694 | -353443 | -580749 | -23720 |
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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) |
---|