Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540937.8767 | 443412.628 | 97525.2487 | 481720.6812 | 228482.5459 | 253238.1352 |
Total P&L (%) | 540.9379 | 443.4126 | 97.5252 | 481.7207 | 228.4825 | 253.2381 |
Avg Daily Profit (%) | 0.2164 | 0.1774 | 0.039 | 0.0705 | 0.0476 | 0.0505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142623 | -153023 | -24603 | -1034063 | -1125890 | -91967 |
Profit Factor | 2.1051 | 2.2411 | 1.7376 | 1.1914 | 1.1121 | 1.5293 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.9136 | 42.5 | 51.2195 | 46.9136 | 42.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.382 | 3.032 | 1.6548 | 1.3482 | 1.5046 | 1.4565 |
Largest Winning Trade | 323261 | 323261 | 45111 | 653954 | 653954 | 118779 |
Largest Losing Trade | -38345 | -38345 | -21009 | -331206 | -331206 | -75774 |
Avg Bars in Trades | 177 | 306 | 51 | 177 | 306 | 51 |
Avg Bars in Winners | 198 | 376 | 54 | 198 | 376 | 54 |
Avg Bars in Losers | 158 | 254 | 47 | 158 | 254 | 47 |
Bars Traded | 14355 | 12245 | 2110 | 14355 | 12245 | 2110 |
Profit Streak | 0 | 86.888 | 0 | 0 | 86.888 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5296 | 351565 | -137288 | -126246 | -227347 | -123783 |
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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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