Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13688.58 | -9806.8078 | 23495.3878 | 10584.4206 | -15554.0481 | 26138.4687 |
Total P&L (%) | 13.6886 | -9.8068 | 23.4954 | 10.5844 | -15.554 | 26.1385 |
Avg Daily Profit (%) | 0.2628 | -0.1883 | 0.4511 | 0.1934 | -0.3241 | 0.4469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22005 | -27631 | -5660 | -27685 | -35352 | -7081 |
Profit Factor | 1.1959 | 0.8212 | 2.5611 | 1.1212 | 0.7722 | 2.3743 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 67.4419 | 62.7907 | 72.093 | 67.4419 | 62.7907 | 72.093 |
Ratio Avg Win / Avg Loss | 0.5773 | 0.4866 | 0.9914 | 0.5413 | 0.4576 | 0.9191 |
Largest Winning Trade | 8155 | 8155 | 4901 | 9598 | 9598 | 5494 |
Largest Losing Trade | -11574 | -11574 | -3113 | -14771 | -14771 | -4079 |
Avg Bars in Trades | 276 | 297 | 255 | 276 | 297 | 255 |
Avg Bars in Winners | 143 | 107 | 174 | 143 | 107 | 174 |
Avg Bars in Losers | 551 | 618 | 463 | 551 | 618 | 463 |
Bars Traded | 23767 | 12792 | 10976 | 23767 | 12792 | 10976 |
Profit Streak | 5.983 | 5.983 | 20.1601 | 5.983 | 5.983 | 20.1601 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47214 | -579955 | 376569 | -226463 | -579955 | 392029 |
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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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