Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472106.0124 | 1456485.6369 | 15620.3755 | -46403.7884 | 87824.5635 | -134228.3519 |
Total P&L (%) | 1472.106 | 1456.4856 | 15.6204 | -46.4038 | 87.8246 | -134.2284 |
Avg Daily Profit (%) | 0.6262 | 0.6196 | 0.0066 | -0.0265 | 0.0268 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172826 | -178707 | -102435 | -1241008 | -1081340 | -354575 |
Profit Factor | 2.5253 | 4.0806 | 1.0317 | 0.9814 | 1.0576 | 0.8622 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 46.0606 | 43.9024 | 48.1928 | 46.0606 | 43.9024 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.9572 | 5.2141 | 1.1091 | 1.1493 | 1.3514 | 0.9269 |
Largest Winning Trade | 1539124 | 1539124 | 61696 | 1169770 | 1169770 | 135419 |
Largest Losing Trade | -69063 | -40802 | -69063 | -362473 | -362473 | -206172 |
Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Winners | 108 | 98 | 117 | 108 | 98 | 117 |
Avg Bars in Losers | 63 | 53 | 74 | 63 | 53 | 74 |
Bars Traded | 13942 | 6001 | 7940 | 13942 | 6001 | 7940 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569767 | 428942 | -380417 | -579778 | -320999 | -581812 |
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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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