Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1340022.0159 | 1487193.2978 | -147171.2819 | -96285.2089 | -49670.8379 | -46614.371 |
Total P&L (%) | 1340.022 | 1487.1933 | -147.1713 | -96.2852 | -49.6708 | -46.6144 |
Avg Daily Profit (%) | 0.5787 | 0.6422 | -0.0636 | -0.1421 | -0.0296 | -0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305304 | -167726 | -229402 | -107374 | -76744 | -59830 |
Profit Factor | 1.9287 | 3.0226 | 0.792 | 0.6727 | 0.7045 | 0.6304 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 46.6292 | 44.9438 | 48.3146 | 46.6292 | 44.9438 | 48.3146 |
Ratio Avg Win / Avg Loss | 2.2075 | 3.7027 | 0.8473 | 0.77 | 0.863 | 0.6744 |
Largest Winning Trade | 1500813 | 1500813 | 52356 | 36482 | 36482 | 12733 |
Largest Losing Trade | -70022 | -68484 | -70022 | -34764 | -34764 | -11877 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 8907 | 4631 | 4276 | 8907 | 4631 | 4276 |
Profit Streak | 27.9773 | 31.2273 | 0 | 27.9773 | 31.2273 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543550 | 570550 | -581749 | -580616 | -582520 | -581749 |
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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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