Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498851.2456 | 1506225.1439 | -7373.8983 | -72517.6143 | -14222.5283 | -58295.086 |
Total P&L (%) | 1498.8512 | 1506.2251 | -7.3739 | -72.5176 | -14.2225 | -58.2951 |
Avg Daily Profit (%) | 0.6374 | 0.6405 | -0.0031 | -0.0549 | -0.0065 | -0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170243 | -187013 | -133165 | -667983 | -555534 | -284789 |
Profit Factor | 2.7569 | 3.9257 | 0.9782 | 0.9556 | 0.9862 | 0.9028 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 47.1545 | 44.2623 | 50 | 47.1545 | 44.2623 | 50 |
Ratio Avg Win / Avg Loss | 3.0896 | 4.9435 | 0.9782 | 1.0709 | 1.2419 | 0.9028 |
Largest Winning Trade | 1657481 | 1657481 | 25458 | 577223 | 577223 | 89706 |
Largest Losing Trade | -76429 | -46366 | -76429 | -229002 | -229002 | -201560 |
Avg Bars in Trades | 73 | 118 | 28 | 73 | 118 | 28 |
Avg Bars in Winners | 82 | 135 | 35 | 82 | 135 | 35 |
Avg Bars in Losers | 65 | 105 | 21 | 65 | 105 | 21 |
Bars Traded | 9005 | 7248 | 1757 | 9005 | 7248 | 1757 |
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 | 585247 | -145101 | -734680 | -579891 | -743023 | -734680 |
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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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