Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22566.112 | -1458.473 | 24024.5851 | 22170.1924 | -1307.1499 | 23477.3423 |
Total P&L (%) | 22.5661 | -1.4585 | 24.0246 | 22.1702 | -1.3072 | 23.4773 |
Avg Daily Profit (%) | 0.6483 | -0.0419 | 0.6902 | 0.5769 | -0.0378 | 0.6077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17153 | -5544 | -14802 | -18396 | -5857 | -15899 |
Profit Factor | 1.4999 | 0.831 | 1.6579 | 1.4525 | 0.8597 | 1.5918 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 36 | 26 | 10 | 36 | 26 | 10 |
Profitability (%) | 54.4304 | 35 | 74.359 | 54.4304 | 35 | 74.359 |
Ratio Avg Win / Avg Loss | 1.2557 | 1.5432 | 0.5717 | 1.2161 | 1.5966 | 0.5489 |
Largest Winning Trade | 11002 | 3602 | 11002 | 11084 | 4029 | 11084 |
Largest Losing Trade | -10931 | -1445 | -10931 | -12073 | -1564 | -12073 |
Avg Bars in Trades | 201 | 3 | 404 | 201 | 3 | 404 |
Avg Bars in Winners | 147 | 2 | 217 | 147 | 2 | 217 |
Avg Bars in Losers | 265 | 3 | 946 | 265 | 3 | 946 |
Bars Traded | 15893 | 135 | 15758 | 15893 | 135 | 15758 |
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 | -25235 | -585083 | 325205 | -26398 | -585083 | 280848 |
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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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