Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8737.3578 | -23931.0957 | 32668.4535 | -2510.9805 | -33258.6699 | 30747.6894 |
Total P&L (%) | 8.7374 | -23.9311 | 32.6685 | -2.511 | -33.2587 | 30.7477 |
Avg Daily Profit (%) | 0.0618 | -0.1694 | 0.2312 | -0.018 | -0.2857 | 0.1899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54767 | -34612 | -30282 | -83531 | -45209 | -54443 |
Profit Factor | 1.0799 | 0.6339 | 1.7429 | 0.9845 | 0.6318 | 1.4288 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 27 | 20 | 7 | 27 | 20 | 7 |
Profitability (%) | 68.9655 | 54.5455 | 83.7209 | 68.9655 | 54.5455 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.486 | 0.5282 | 0.3389 | 0.443 | 0.5265 | 0.2778 |
Largest Winning Trade | 5924 | 5924 | 5822 | 8865 | 8357 | 8865 |
Largest Losing Trade | -30282 | -16378 | -30282 | -54443 | -25208 | -54443 |
Avg Bars in Trades | 74 | 45 | 104 | 74 | 45 | 104 |
Avg Bars in Winners | 50 | 18 | 72 | 50 | 18 | 72 |
Avg Bars in Losers | 127 | 78 | 266 | 127 | 78 | 266 |
Bars Traded | 6487 | 2001 | 4486 | 6487 | 2001 | 4486 |
Profit Streak | 399.2901 | 399.2901 | 410.8318 | 399.2901 | 399.2901 | 410.8318 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -408279 | -581318 | 339343 | -578619 | -581318 | 272907 |
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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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