Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28101.2787 | -16484.0259 | 44585.3046 | 24600.2154 | -20080.2048 | 44680.4202 |
Total P&L (%) | 28.1013 | -16.484 | 44.5853 | 24.6002 | -20.0802 | 44.6804 |
Avg Daily Profit (%) | 0.1989 | -0.1167 | 0.3155 | 0.1558 | -0.1585 | 0.2617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20346 | -17189 | -13009 | -27272 | -22768 | -15251 |
Profit Factor | 1.39 | 0.5226 | 2.1882 | 1.2822 | 0.5219 | 1.9891 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 50 | 62.069 | 55.9322 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 1.0952 | 0.5226 | 1.3372 | 1.0102 | 0.5219 | 1.2156 |
Largest Winning Trade | 19918 | 5774 | 19918 | 21488 | 7470 | 21488 |
Largest Losing Trade | -10841 | -6811 | -10841 | -14237 | -9255 | -14237 |
Avg Bars in Trades | 109 | 20 | 201 | 109 | 20 | 201 |
Avg Bars in Winners | 135 | 25 | 226 | 135 | 25 | 226 |
Avg Bars in Losers | 77 | 16 | 160 | 77 | 16 | 160 |
Bars Traded | 6465 | 627 | 5838 | 6465 | 627 | 5838 |
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 | -175539 | -582321 | 344944 | -177108 | -582321 | 314868 |
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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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