Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313406.5398 | 319555.6723 | -6149.1325 | -64944.3327 | -724478.2176 | 659533.8849 |
Total P&L (%) | 313.4065 | 319.5557 | -6.1491 | -64.9443 | -724.4782 | 659.5339 |
Avg Daily Profit (%) | 0.1759 | 0.1793 | -0.0035 | -0.0588 | 0 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255490 | -158427 | -132925 | -3202198 | -3225780 | -584007 |
Profit Factor | 1.299 | 1.5854 | 0.9878 | 0.9901 | 0.8444 | 1.3435 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 49.7006 | 45.7831 | 53.5714 | 49.7006 | 45.7831 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.3146 | 1.8774 | 0.8561 | 1.0021 | 0.9999 | 1.1644 |
Largest Winning Trade | 115542 | 115542 | 34913 | 1319547 | 1319547 | 814466 |
Largest Losing Trade | -71344 | -71344 | -54354 | -1534961 | -1534961 | -584007 |
Avg Bars in Trades | 62 | 77 | 48 | 62 | 77 | 48 |
Avg Bars in Winners | 65 | 79 | 54 | 65 | 79 | 54 |
Avg Bars in Losers | 60 | 75 | 41 | 60 | 75 | 41 |
Bars Traded | 10506 | 6435 | 4071 | 10506 | 6435 | 4071 |
Profit Streak | 42.6471 | 66.1471 | 42.6471 | 42.6471 | 66.1471 | 42.6471 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332578 | 337773 | -580092 | -577365 | -581778 | -39549 |
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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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