Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546218.3309 | 544044.9916 | 2173.3394 | -40929.9204 | 639807.1322 | -680737.0525 |
Total P&L (%) | 546.2183 | 544.045 | 2.1733 | -40.9299 | 639.8071 | -680.7371 |
Avg Daily Profit (%) | 0.2322 | 0.2313 | 0.0009 | -0.0224 | 0.0851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149992 | -155476 | -185830 | -642384 | -261413 | -848574 |
Profit Factor | 1.502 | 1.9492 | 1.0042 | 0.9789 | 1.9188 | 0.4528 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 42.6829 | 42.6829 | 42.6829 | 42.6829 | 42.6829 | 42.6829 |
Ratio Avg Win / Avg Loss | 2.017 | 2.6175 | 1.3485 | 1.3145 | 2.5767 | 0.6081 |
Largest Winning Trade | 174431 | 174431 | 50713 | 430891 | 430891 | 85922 |
Largest Losing Trade | -59387 | -57242 | -59387 | -404111 | -95875 | -404111 |
Avg Bars in Trades | 27 | 34 | 19 | 27 | 34 | 19 |
Avg Bars in Winners | 37 | 43 | 30 | 37 | 43 | 30 |
Avg Bars in Losers | 20 | 28 | 11 | 20 | 28 | 11 |
Bars Traded | 4488 | 2868 | 1620 | 4488 | 2868 | 1620 |
Profit Streak | 49.692 | 57.692 | 49.692 | 49.692 | 57.692 | 49.692 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360895 | 189535 | -579697 | -579829 | -81992 | -587239 |
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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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