Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504755.0665 | 502797.7761 | 1957.2904 | 126980.7258 | 183627.4566 | -56646.7308 |
Total P&L (%) | 504.7551 | 502.7978 | 1.9573 | 126.9807 | 183.6275 | -56.6467 |
Avg Daily Profit (%) | 0.2687 | 0.2676 | 0.001 | 0.0436 | 0.0555 | -0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143737 | -165580 | -41638 | -860269 | -822552 | -134098 |
Profit Factor | 1.8861 | 2.4231 | 1.009 | 1.0649 | 1.1363 | 0.9072 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 53.5714 | 50 | 57.1429 | 53.5714 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6346 | 2.4231 | 0.7568 | 0.9229 | 1.1363 | 0.6804 |
Largest Winning Trade | 227347 | 227347 | 45869 | 620014 | 620014 | 99753 |
Largest Losing Trade | -51847 | -51847 | -35525 | -366811 | -366811 | -118033 |
Avg Bars in Trades | 126 | 217 | 36 | 126 | 217 | 36 |
Avg Bars in Winners | 118 | 210 | 38 | 118 | 210 | 38 |
Avg Bars in Losers | 136 | 225 | 33 | 136 | 225 | 33 |
Bars Traded | 10663 | 9143 | 1520 | 10663 | 9143 | 1520 |
Profit Streak | 30.7856 | 0 | 37.6189 | 30.7856 | 0 | 37.6189 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483579 | 477931 | -567922 | -284237 | -189388 | -579263 |
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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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