Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19636.6926 | -17823.9367 | 37460.6293 | 6207.169 | -42514.8484 | 48722.0174 |
Total P&L (%) | 19.6367 | -17.8239 | 37.4606 | 6.2072 | -42.5148 | 48.722 |
Avg Daily Profit (%) | 0.2262 | -0.2053 | 0.4315 | 0.0694 | -0.6357 | 0.4583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63346 | -51865 | -21607 | -112298 | -88205 | -38620 |
Profit Factor | 1.1456 | 0.8169 | 1.9975 | 1.0273 | 0.7392 | 1.7615 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 74.4186 | 72.093 | 76.7442 | 74.4186 | 72.093 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.3938 | 0.3162 | 0.6053 | 0.3531 | 0.2862 | 0.5338 |
Largest Winning Trade | 7667 | 7667 | 7172 | 13824 | 11300 | 13824 |
Largest Losing Trade | -29321 | -29321 | -13303 | -44061 | -44061 | -21001 |
Avg Bars in Trades | 283 | 284 | 283 | 283 | 284 | 283 |
Avg Bars in Winners | 185 | 169 | 199 | 185 | 169 | 199 |
Avg Bars in Losers | 569 | 580 | 557 | 569 | 580 | 557 |
Bars Traded | 24389 | 12219 | 12170 | 24389 | 12219 | 12170 |
Profit Streak | 0 | 0 | 8.3535 | 0 | 0 | 8.3535 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59615 | -579809 | 408257 | -456447 | -579809 | 436123 |
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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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