Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985340.9645 | 1017967.9434 | -32626.9789 | -41489.4994 | -139936.7988 | 98447.2995 |
Total P&L (%) | 985.341 | 1017.9679 | -32.627 | -41.4895 | -139.9368 | 98.4473 |
Avg Daily Profit (%) | 0.5157 | 0.5328 | -0.0171 | -0.028 | 0 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264516 | -209925 | -124690 | -1518036 | -1608576 | -397634 |
Profit Factor | 2.3315 | 3.1554 | 0.8781 | 0.9887 | 0.9427 | 1.0798 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 46.7153 | 47.8261 | 45.5882 | 46.7153 | 47.8261 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.6594 | 3.4423 | 1.0481 | 1.1278 | 1.0284 | 1.2888 |
Largest Winning Trade | 1148059 | 1148059 | 38261 | 1440118 | 1440118 | 327750 |
Largest Losing Trade | -37032 | -37032 | -31225 | -351329 | -351329 | -199016 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 5419 | 2571 | 2848 | 5419 | 2571 | 2848 |
Profit Streak | 0 | 0 | 17.0207 | 0 | 0 | 17.0207 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513414 | -85891 | -689217 | -580025 | -681914 | -387794 |
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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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