Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974801.5715 | 976756.0538 | -1954.4823 | -14570.4601 | 26783.0013 | -41353.4614 |
Total P&L (%) | 974.8016 | 976.7561 | -1.9545 | -14.5705 | 26.783 | -41.3535 |
Avg Daily Profit (%) | 0.5276 | 0.5286 | -0.0011 | -0.0085 | 0.0128 | -0.0289 |
Buy And Hold Return (%) | 66.1669 | 66.1669 | 66.1669 | 66.1669 | 66.1669 | 66.1669 |
Max Trade Drawdown | -99782 | -118633 | -60828 | -316301 | -318501 | -110351 |
Profit Factor | 2.6262 | 4.9436 | 0.9944 | 0.9844 | 1.0602 | 0.9151 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 40.4762 | 30.9524 | 50 | 40.4762 | 30.9524 | 50 |
Ratio Avg Win / Avg Loss | 3.862 | 11.0281 | 0.9944 | 1.4476 | 2.365 | 0.9151 |
Largest Winning Trade | 838050 | 838050 | 67306 | 150008 | 150008 | 109413 |
Largest Losing Trade | -92133 | -34945 | -92133 | -132137 | -132137 | -99036 |
Avg Bars in Trades | 127 | 112 | 141 | 127 | 112 | 141 |
Avg Bars in Winners | 179 | 185 | 175 | 179 | 185 | 175 |
Avg Bars in Losers | 92 | 80 | 108 | 92 | 80 | 108 |
Bars Traded | 10699 | 4742 | 5957 | 10699 | 4742 | 5957 |
Profit Streak | 20.434 | 20.434 | 61.7674 | 20.434 | 20.434 | 61.7674 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483383 | 424443 | -579230 | -581530 | -501510 | -579230 |
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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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