Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473110.237 | 1463467.3123 | 9642.9247 | -17200.4226 | 263620.8093 | -280821.2318 |
Total P&L (%) | 1473.1102 | 1463.4673 | 9.6429 | -17.2004 | 263.6208 | -280.8212 |
Avg Daily Profit (%) | 0.6256 | 0.6215 | 0.0041 | -0.008 | 0.0548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167979 | -165759 | -123500 | -1447554 | -729440 | -864733 |
Profit Factor | 2.5825 | 4.316 | 1.0197 | 0.9948 | 1.1808 | 0.849 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 41.1765 | 37.6623 | 44.7368 | 41.1765 | 37.6623 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.6893 | 7.1437 | 1.2596 | 1.4212 | 1.9545 | 1.0488 |
Largest Winning Trade | 1586548 | 1586548 | 55810 | 564995 | 564995 | 243433 |
Largest Losing Trade | -38972 | -29186 | -38972 | -345076 | -345076 | -331510 |
Avg Bars in Trades | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Losers | 29 | 23 | 37 | 29 | 23 | 37 |
Bars Traded | 6877 | 3021 | 3856 | 6877 | 3021 | 3856 |
Profit Streak | 15.3526 | 38.3526 | 0 | 15.3526 | 38.3526 | 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 | 523925 | -27276 | -603488 | -581157 | -186415 | -630616 |
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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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