Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499528.9649 | 1528495.277 | -28966.3121 | -61530.5839 | -59343.8773 | -2186.7066 |
Total P&L (%) | 1499.529 | 1528.4953 | -28.9663 | -61.5306 | -59.3439 | -2.1867 |
Avg Daily Profit (%) | 0.6348 | 0.6471 | -0.0123 | -0.0404 | -0.0381 | -0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237447 | -131664 | -219904 | -192497 | -167974 | -172575 |
Profit Factor | 2.8067 | 5.1888 | 0.9377 | 0.9284 | 0.8488 | 0.9953 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 41.4815 | 41.1765 | 41.791 | 41.4815 | 41.1765 | 41.791 |
Ratio Avg Win / Avg Loss | 3.9594 | 7.4126 | 1.3061 | 1.3097 | 1.2126 | 1.3863 |
Largest Winning Trade | 1672176 | 1672176 | 54517 | 140166 | 140166 | 80984 |
Largest Losing Trade | -52247 | -47800 | -52247 | -58715 | -40378 | -58715 |
Avg Bars in Trades | 66 | 54 | 78 | 66 | 54 | 78 |
Avg Bars in Winners | 109 | 75 | 142 | 109 | 75 | 142 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 9008 | 3730 | 5278 | 9008 | 3730 | 5278 |
Profit Streak | 0 | 0 | 38.7833 | 0 | 0 | 38.7833 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509605 | -93097 | -698715 | -582066 | -692000 | -698715 |
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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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