Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577511.2019 | 379286.6058 | 198224.5961 | 93943.7088 | 278246.3769 | -184302.6682 |
Total P&L (%) | 577.5112 | 379.2866 | 198.2246 | 93.9437 | 278.2464 | -184.3027 |
Avg Daily Profit (%) | 0.265 | 0.1741 | 0.091 | 0.0304 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128856 | -62830 | -165585 | -224954 | -44420 | -369537 |
Profit Factor | 1.6561 | 1.9999 | 1.3958 | 1.1167 | 2.1519 | 0.6731 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 62.0438 | 61.7647 | 62.3188 | 62.0438 | 61.7647 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.0132 | 1.238 | 0.844 | 0.6831 | 1.3321 | 0.407 |
Largest Winning Trade | 59073 | 59073 | 50236 | 64851 | 60957 | 64851 |
Largest Losing Trade | -88625 | -34903 | -88625 | -155375 | -42659 | -155375 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 4249 | 1969 | 2280 | 4249 | 1969 | 2280 |
Profit Streak | 21.7425 | 0 | 140.7425 | 21.7425 | 0 | 140.7425 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471346 | -97289 | -171210 | -243672 | -215770 | -679478 |
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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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