Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171771.8772 | 1202453.0339 | -30681.1567 | -90255.9098 | -7988.8119 | -82267.0979 |
Total P&L (%) | 1171.7719 | 1202.453 | -30.6812 | -90.2559 | -7.9888 | -82.2671 |
Avg Daily Profit (%) | 0.4968 | 0.5098 | -0.013 | -0.0987 | -0.0035 | -0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197027 | -127614 | -232178 | -212402 | -43130 | -195883 |
Profit Factor | 2.3974 | 4.9671 | 0.9427 | 0.7955 | 0.9376 | 0.7374 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 44.697 | 42.4242 | 46.9697 | 44.697 | 42.4242 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.9662 | 6.7411 | 1.0643 | 0.9842 | 1.2725 | 0.8325 |
Largest Winning Trade | 1309471 | 1309471 | 57121 | 54527 | 43854 | 54527 |
Largest Losing Trade | -92111 | -40639 | -92111 | -119005 | -39316 | -119005 |
Avg Bars in Trades | 68 | 56 | 80 | 68 | 56 | 80 |
Avg Bars in Winners | 98 | 61 | 132 | 98 | 61 | 132 |
Avg Bars in Losers | 44 | 53 | 34 | 44 | 53 | 34 |
Bars Traded | 9077 | 3735 | 5342 | 9077 | 3735 | 5342 |
Profit Streak | 34.0977 | 34.0977 | 55.0977 | 34.0977 | 34.0977 | 55.0977 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519206 | -108406 | -704185 | -581497 | -705973 | -705852 |
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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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