Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29857.2301 | -9892.5079 | 39749.738 | 16506.9714 | -25625.4039 | 42132.3753 |
Total P&L (%) | 29.8572 | -9.8925 | 39.7497 | 16.507 | -25.6254 | 42.1324 |
Avg Daily Profit (%) | 0.2113 | -0.07 | 0.2813 | 0.1082 | -0.2093 | 0.2491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55824 | -31842 | -27451 | -106333 | -56266 | -60167 |
Profit Factor | 1.2935 | 0.8665 | 2.4368 | 1.0897 | 0.7927 | 1.6976 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 13 | 11 | 2 | 13 | 11 | 2 |
Profitability (%) | 77.9661 | 63.3333 | 93.1034 | 77.9661 | 63.3333 | 93.1034 |
Ratio Avg Win / Avg Loss | 0.3655 | 0.5016 | 0.1805 | 0.308 | 0.4589 | 0.1257 |
Largest Winning Trade | 9727 | 9727 | 6118 | 14463 | 14463 | 8348 |
Largest Losing Trade | -27451 | -26731 | -27451 | -60167 | -42506 | -60167 |
Avg Bars in Trades | 112 | 134 | 88 | 112 | 134 | 88 |
Avg Bars in Winners | 66 | 55 | 74 | 66 | 55 | 74 |
Avg Bars in Losers | 273 | 271 | 284 | 273 | 271 | 284 |
Bars Traded | 6620 | 4043 | 2577 | 6620 | 4043 | 2577 |
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 | -174677 | -580870 | 405753 | -358941 | -580870 | 352121 |
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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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