Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689933.0281 | 679843.0923 | 10089.9357 | 5604.5941 | 76266.8143 | -70662.2202 |
Total P&L (%) | 689.933 | 679.8431 | 10.0899 | 5.6046 | 76.2668 | -70.6622 |
Avg Daily Profit (%) | 0.2759 | 0.2719 | 0.004 | 0.0022 | 0.0227 | -0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112405 | -117641 | -49463 | -348880 | -280791 | -120845 |
Profit Factor | 2.2065 | 2.6389 | 1.0643 | 1.0058 | 1.1064 | 0.7161 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 49.4845 | 50 | 48.9796 | 49.4845 | 50 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2525 | 2.6389 | 1.1086 | 1.0268 | 1.1064 | 0.7459 |
Largest Winning Trade | 590293 | 590293 | 15669 | 346062 | 346062 | 24206 |
Largest Losing Trade | -61478 | -61478 | -25340 | -151404 | -151404 | -70976 |
Avg Bars in Trades | 66 | 125 | 9 | 66 | 125 | 9 |
Avg Bars in Winners | 54 | 98 | 10 | 54 | 98 | 10 |
Avg Bars in Losers | 78 | 151 | 8 | 78 | 151 | 8 |
Bars Traded | 6468 | 6015 | 454 | 6468 | 6015 | 454 |
Profit Streak | 73.8269 | 0 | 74.1602 | 73.8269 | 0 | 74.1602 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486042 | 495860 | -499710 | -569203 | -265981 | -580242 |
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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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