Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991526.0129 | 964848.2672 | 26677.7458 | 26472.472 | -223651.2383 | 250123.7104 |
Total P&L (%) | 991.526 | 964.8483 | 26.6777 | 26.4725 | -223.6512 | 250.1237 |
Avg Daily Profit (%) | 0.5188 | 0.5048 | 0.014 | 0.0123 | 0 | 0.0656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173873 | -189343 | -28024 | -1283051 | -1243640 | -143965 |
Profit Factor | 2.4112 | 2.6119 | 1.2564 | 1.0083 | 0.9205 | 1.6323 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 36.1702 | 27.1429 | 45.0704 | 36.1702 | 27.1429 | 45.0704 |
Ratio Avg Win / Avg Loss | 4.255 | 7.0109 | 1.5312 | 1.7793 | 2.4708 | 1.9893 |
Largest Winning Trade | 1023959 | 1023959 | 18606 | 982591 | 982591 | 172748 |
Largest Losing Trade | -39596 | -39596 | -9984 | -452267 | -452267 | -77456 |
Avg Bars in Trades | 79 | 155 | 4 | 79 | 155 | 4 |
Avg Bars in Winners | 125 | 325 | 6 | 125 | 325 | 6 |
Avg Bars in Losers | 52 | 91 | 2 | 52 | 91 | 2 |
Bars Traded | 11166 | 10853 | 313 | 11166 | 10853 | 313 |
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 | 372646 | -99204 | -265269 | -395190 | -692828 | -190859 |
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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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