Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101803.4495 | 1183669.2025 | -81865.753 | -85012.5002 | -59748.2559 | -25264.2443 |
Total P&L (%) | 1101.8034 | 1183.6692 | -81.8658 | -85.0125 | -59.7483 | -25.2642 |
Avg Daily Profit (%) | 0.4677 | 0.5025 | -0.0348 | -0.0805 | -0.0386 | -0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191329 | -153856 | -193625 | -97691 | -105249 | -86803 |
Profit Factor | 2.0632 | 3.37 | 0.8475 | 0.8464 | 0.7853 | 0.9082 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 40.5405 | 37.6344 | 43.4783 | 40.5405 | 37.6344 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.026 | 5.5846 | 1.1018 | 1.2414 | 1.3014 | 1.1807 |
Largest Winning Trade | 1333663 | 1333663 | 57054 | 76336 | 76336 | 37369 |
Largest Losing Trade | -70635 | -33163 | -70635 | -42638 | -30917 | -42638 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 54 | 43 | 63 | 54 | 43 | 63 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 6623 | 2726 | 3898 | 6623 | 2726 | 3898 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415376 | 440286 | -581956 | -581821 | -583948 | -581956 |
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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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