Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195540.6583 | 1227822.1054 | -32281.4471 | -57378.1164 | -54846.3249 | -2531.7915 |
Total P&L (%) | 1195.5407 | 1227.8221 | -32.2814 | -57.3781 | -54.8463 | -2.5318 |
Avg Daily Profit (%) | 0.5075 | 0.5212 | -0.0137 | -0.0362 | -0.0337 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144066 | -158198 | -152432 | -235858 | -260837 | -131100 |
Profit Factor | 2.2448 | 3.6755 | 0.9356 | 0.9484 | 0.9003 | 0.9955 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 44.0678 | 44.9438 | 43.1818 | 44.0678 | 44.9438 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.8491 | 4.5025 | 1.2311 | 1.2038 | 1.1029 | 1.3099 |
Largest Winning Trade | 1333663 | 1333663 | 57092 | 152546 | 152546 | 100902 |
Largest Losing Trade | -70635 | -31872 | -70635 | -63363 | -62521 | -63363 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 55 | 41 | 69 | 55 | 41 | 69 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 6623 | 2701 | 3922 | 6623 | 2701 | 3922 |
Profit Streak | 0 | 0 | 14.3946 | 0 | 0 | 14.3946 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488114 | 551675 | -581489 | -580491 | -581393 | -581489 |
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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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