Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532574.2601 | 545542.9501 | -12968.69 | -11726.2917 | -992.7704 | -10733.5214 |
Total P&L (%) | 532.5743 | 545.543 | -12.9687 | -11.7263 | -0.9928 | -10.7335 |
Avg Daily Profit (%) | 0.2883 | 0.2954 | -0.007 | -0.0068 | -0.0005 | -0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191310 | -176625 | -17012 | -1380918 | -1337822 | -44712 |
Profit Factor | 2.0167 | 2.108 | 0.5879 | 0.9954 | 0.9996 | 0.8997 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 40 | 41.4634 | 40.7407 | 40 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.9334 | 3.162 | 0.8299 | 1.4478 | 1.4994 | 1.2702 |
Largest Winning Trade | 340476 | 340476 | 2706 | 910119 | 910119 | 38395 |
Largest Losing Trade | -47069 | -47069 | -3181 | -538186 | -538186 | -26886 |
Avg Bars in Trades | 267 | 539 | 1 | 267 | 539 | 1 |
Avg Bars in Winners | 273 | 563 | 1 | 273 | 563 | 1 |
Avg Bars in Losers | 262 | 523 | 1 | 262 | 523 | 1 |
Bars Traded | 21633 | 21572 | 61 | 21633 | 21572 | 61 |
Profit Streak | 33.2366 | 0 | 42.4866 | 33.2366 | 0 | 42.4866 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6712 | 324023 | -582677 | -598448 | -582972 | -581566 |
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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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