Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541513.6485 | 542841.6968 | -1328.0483 | -2812.548 | 63864.7361 | -66677.2841 |
Total P&L (%) | 541.5136 | 542.8417 | -1.328 | -2.8125 | 63.8647 | -66.6773 |
Avg Daily Profit (%) | 0.2876 | 0.2883 | -0.0007 | -0.0015 | 0.0262 | -0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137587 | -118386 | -104601 | -316161 | -299218 | -126014 |
Profit Factor | 2.0034 | 3.0173 | 0.9951 | 0.9966 | 1.1305 | 0.8087 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.404 | 3.6207 | 1.1941 | 1.196 | 1.3566 | 0.9705 |
Largest Winning Trade | 572462 | 572462 | 51470 | 326199 | 326199 | 81131 |
Largest Losing Trade | -53278 | -53278 | -40588 | -173232 | -173232 | -71400 |
Avg Bars in Trades | 112 | 91 | 133 | 112 | 91 | 133 |
Avg Bars in Winners | 132 | 93 | 172 | 132 | 93 | 172 |
Avg Bars in Losers | 95 | 89 | 101 | 95 | 89 | 101 |
Bars Traded | 7429 | 3014 | 4415 | 7429 | 3014 | 4415 |
Profit Streak | 48.859 | 0 | 70.109 | 48.859 | 0 | 70.109 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117389 | 459487 | -580345 | -709093 | -237003 | -582012 |
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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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