Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402020.834 | 401095.5467 | 925.2873 | -6951.5282 | 1650.364 | -8601.8923 |
Total P&L (%) | 402.0208 | 401.0955 | 0.9253 | -6.9515 | 1.6504 | -8.6019 |
Avg Daily Profit (%) | 0.193 | 0.1926 | 0.0004 | -0.0035 | 0.0008 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127350 | -130520 | -7360 | -493790 | -496215 | -12326 |
Profit Factor | 2.1214 | 2.1727 | 1.0562 | 0.9909 | 1.0022 | 0.6255 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 55.0725 | 47.0588 | 62.8571 | 55.0725 | 47.0588 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.7306 | 2.4442 | 0.6241 | 0.8084 | 1.1275 | 0.3696 |
Largest Winning Trade | 269144 | 269144 | 2992 | 228706 | 228706 | 3123 |
Largest Losing Trade | -85573 | -85573 | -2986 | -461273 | -461273 | -7546 |
Avg Bars in Trades | 335 | 679 | 1 | 335 | 679 | 1 |
Avg Bars in Winners | 305 | 722 | 1 | 305 | 722 | 1 |
Avg Bars in Losers | 372 | 641 | 1 | 372 | 641 | 1 |
Bars Traded | 23167 | 23106 | 61 | 23167 | 23106 | 61 |
Profit Streak | 5.9915 | 6.0748 | 5.9915 | 5.9915 | 6.0748 | 5.9915 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92576 | 404142 | -515225 | -684950 | -576082 | -577867 |
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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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