Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059096.4406 | 1049964.3494 | 9132.0912 | -28801.5646 | 34975.1611 | -63776.7258 |
Total P&L (%) | 1059.0964 | 1049.9643 | 9.1321 | -28.8016 | 34.9752 | -63.7767 |
Avg Daily Profit (%) | 0.4383 | 0.4345 | 0.0038 | -0.0141 | 0.0124 | -0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157098 | -159737 | -98353 | -972370 | -891535 | -184991 |
Profit Factor | 2.0993 | 2.7549 | 1.025 | 0.9871 | 1.0223 | 0.9037 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 47.561 | 42.6829 | 52.439 | 47.561 | 42.6829 | 52.439 |
Ratio Avg Win / Avg Loss | 2.3146 | 3.6994 | 0.9297 | 1.0883 | 1.3727 | 0.8196 |
Largest Winning Trade | 888577 | 888577 | 43865 | 915282 | 915282 | 60983 |
Largest Losing Trade | -56363 | -56363 | -45983 | -515256 | -515256 | -114351 |
Avg Bars in Trades | 85 | 106 | 65 | 85 | 106 | 65 |
Avg Bars in Winners | 101 | 137 | 71 | 101 | 137 | 71 |
Avg Bars in Losers | 71 | 83 | 57 | 71 | 83 | 57 |
Bars Traded | 14051 | 8718 | 5333 | 14051 | 8718 | 5333 |
Profit Streak | 0 | 0 | 50.6618 | 0 | 0 | 50.6618 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503172 | 287840 | -551807 | -579200 | -382276 | -584355 |
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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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