Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494460.9792 | 519882.169 | -25421.1898 | -57656.9468 | 500962.8169 | -558619.7637 |
Total P&L (%) | 494.461 | 519.8822 | -25.4212 | -57.6569 | 500.9628 | -558.6198 |
Avg Daily Profit (%) | 0.2043 | 0.2148 | -0.0105 | -0.0355 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146502 | -106103 | -169871 | -755196 | -250012 | -727657 |
Profit Factor | 1.4672 | 1.9348 | 0.9494 | 0.97 | 1.6656 | 0.5233 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 46.9512 | 46.3415 | 47.561 | 46.9512 | 46.3415 | 47.561 |
Ratio Avg Win / Avg Loss | 1.6577 | 2.2403 | 1.0468 | 1.096 | 1.9286 | 0.577 |
Largest Winning Trade | 284132 | 284132 | 58839 | 453013 | 453013 | 92570 |
Largest Losing Trade | -57189 | -37755 | -57189 | -279028 | -76183 | -279028 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 4569 | 2568 | 2001 | 4569 | 2568 | 2001 |
Profit Streak | 0 | 0 | 21.1932 | 0 | 0 | 21.1932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353728 | 214487 | -583688 | -579160 | -96271 | -585355 |
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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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