Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2126177.7219 | 2091977.2369 | 34200.485 | 120812.2612 | 60184.5531 | 60627.7081 |
Total P&L (%) | 2126.1777 | 2091.9772 | 34.2005 | 120.8123 | 60.1846 | 60.6277 |
Avg Daily Profit (%) | 0.917 | 0.9023 | 0.0148 | 0.0342 | 0.0203 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130684 | -138602 | -116193 | -1098515 | -653373 | -763525 |
Profit Factor | 2.8171 | 4.2541 | 1.0649 | 1.0284 | 1.0249 | 1.033 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 47.9769 | 43.6782 | 52.3256 | 47.9769 | 43.6782 | 52.3256 |
Ratio Avg Win / Avg Loss | 3.0547 | 5.4856 | 0.9702 | 1.1151 | 1.3216 | 0.9412 |
Largest Winning Trade | 1932368 | 1932368 | 79754 | 456771 | 456771 | 302723 |
Largest Losing Trade | -75038 | -35175 | -75038 | -267359 | -222621 | -267359 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 4485 | 2198 | 2287 | 4485 | 2198 | 2287 |
Profit Streak | 0 | 0 | 20.2775 | 0 | 0 | 20.2775 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685508 | 648018 | -325899 | -336142 | -362027 | -351230 |
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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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