Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469004.2284 | 498964.6228 | -29960.3944 | 2544.277 | 268511.5942 | -265967.3172 |
Total P&L (%) | 469.0042 | 498.9646 | -29.9604 | 2.5443 | 268.5116 | -265.9673 |
Avg Daily Profit (%) | 0.2497 | 0.2657 | -0.016 | 0.0013 | 0.0695 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143437 | -83098 | -116793 | -418189 | -189317 | -284293 |
Profit Factor | 1.5942 | 2.2336 | 0.9221 | 1.0025 | 1.5621 | 0.5084 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 39.3617 | 40.4255 | 38.2979 | 39.3617 | 40.4255 | 38.2979 |
Ratio Avg Win / Avg Loss | 2.4559 | 3.2916 | 1.4857 | 1.5444 | 2.302 | 0.8192 |
Largest Winning Trade | 307007 | 307007 | 63881 | 225068 | 225068 | 41944 |
Largest Losing Trade | -40945 | -40945 | -33020 | -133590 | -133590 | -128428 |
Avg Bars in Trades | 228 | 211 | 244 | 228 | 211 | 244 |
Avg Bars in Winners | 372 | 341 | 404 | 372 | 341 | 404 |
Avg Bars in Losers | 134 | 123 | 145 | 134 | 123 | 145 |
Bars Traded | 21461 | 9958 | 11503 | 21461 | 9958 | 11503 |
Profit Streak | 15.1349 | 0 | 54.2182 | 15.1349 | 0 | 54.2182 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278562 | 316486 | -582596 | -576770 | -101013 | -584263 |
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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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