Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218531.466 | 1250171.7358 | -31640.2697 | -65865.4125 | 7681.652 | -73547.0645 |
Total P&L (%) | 1218.5315 | 1250.1717 | -31.6403 | -65.8654 | 7.6817 | -73.5471 |
Avg Daily Profit (%) | 0.5056 | 0.5187 | -0.0131 | -0.0446 | 0.0031 | -0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138828 | -137509 | -46053 | -411597 | -357110 | -115845 |
Profit Factor | 2.8615 | 3.3466 | 0.7403 | 0.9353 | 1.0093 | 0.6228 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 37.3494 | 34.1463 | 40.4762 | 37.3494 | 34.1463 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.7999 | 6.4542 | 1.0887 | 1.5689 | 1.9466 | 0.9159 |
Largest Winning Trade | 1404227 | 1404227 | 29292 | 301667 | 301667 | 44404 |
Largest Losing Trade | -47200 | -47200 | -13781 | -135515 | -135515 | -39338 |
Avg Bars in Trades | 78 | 152 | 6 | 78 | 152 | 6 |
Avg Bars in Winners | 126 | 271 | 6 | 126 | 271 | 6 |
Avg Bars in Losers | 49 | 90 | 6 | 49 | 90 | 6 |
Bars Traded | 6498 | 6238 | 259 | 6498 | 6238 | 259 |
Profit Streak | 170.0297 | 0 | 223.0297 | 170.0297 | 0 | 223.0297 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377874 | 397131 | -581902 | -583616 | -569767 | -583569 |
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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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