Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250506.5501 | 1389216.4101 | -138709.86 | -94482.3672 | 63565.457 | -158047.8242 |
Total P&L (%) | 1250.5066 | 1389.2164 | -138.7099 | -94.4824 | 63.5655 | -158.0478 |
Avg Daily Profit (%) | 0.5226 | 0.5806 | -0.058 | -0.121 | 0.0206 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267492 | -191787 | -125463 | -244785 | -137846 | -146522 |
Profit Factor | 2.507 | 3.4216 | 0.4584 | 0.7829 | 1.2504 | 0.1281 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.1613 | 45.6522 | 44.6809 | 45.1613 | 45.6522 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.0442 | 4.0733 | 0.5676 | 0.9506 | 1.4886 | 0.1586 |
Largest Winning Trade | 1416594 | 1416594 | 11478 | 233798 | 233798 | 8918 |
Largest Losing Trade | -78125 | -78125 | -29037 | -68844 | -68844 | -33697 |
Avg Bars in Trades | 150 | 292 | 12 | 150 | 292 | 12 |
Avg Bars in Winners | 160 | 309 | 10 | 160 | 309 | 10 |
Avg Bars in Losers | 143 | 277 | 14 | 143 | 277 | 14 |
Bars Traded | 14032 | 13439 | 593 | 14032 | 13439 | 593 |
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 | 501840 | 583809 | -582487 | -582411 | -167651 | -582487 |
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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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