Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663611.7868 | 534237.2829 | 129374.5039 | 571940.1216 | 686798.7295 | -114858.6079 |
Total P&L (%) | 663.6118 | 534.2373 | 129.3745 | 571.9401 | 686.7987 | -114.8586 |
Avg Daily Profit (%) | 0.2883 | 0.2321 | 0.0562 | 0.0828 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125978 | -137054 | -105882 | -788890 | -567674 | -435768 |
Profit Factor | 1.7987 | 2.1049 | 1.3725 | 1.202 | 1.4043 | 0.8986 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 43.0894 | 43.5484 | 42.623 | 43.0894 | 43.5484 | 42.623 |
Ratio Avg Win / Avg Loss | 2.3757 | 2.7286 | 1.8476 | 1.5875 | 1.8204 | 1.2097 |
Largest Winning Trade | 310087 | 310087 | 56761 | 677054 | 677054 | 123820 |
Largest Losing Trade | -40400 | -40400 | -27088 | -355375 | -355375 | -121050 |
Avg Bars in Trades | 106 | 85 | 128 | 106 | 85 | 128 |
Avg Bars in Winners | 153 | 101 | 208 | 153 | 101 | 208 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 13150 | 5290 | 7860 | 13150 | 5290 | 7860 |
Profit Streak | 58.8942 | 66.8942 | 0 | 58.8942 | 66.8942 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374522 | -144093 | -281060 | -83210 | -227433 | -743938 |
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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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