Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674425.0006 | 649432.1947 | 24992.8059 | 549575.3742 | 789513.3409 | -239937.9667 |
Total P&L (%) | 674.425 | 649.4322 | 24.9928 | 549.5754 | 789.5133 | -239.938 |
Avg Daily Profit (%) | 0.3707 | 0.357 | 0.0137 | 0.1029 | 0.1202 | 0 |
Buy And Hold Return (%) | 284.0183 | 284.0183 | 284.0183 | 284.0183 | 284.0183 | 284.0183 |
Max Trade Drawdown | -151992 | -66535 | -108888 | -1770618 | -1010634 | -834890 |
Profit Factor | 1.8178 | 2.601 | 1.0597 | 1.1026 | 1.316 | 0.9161 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 51.5152 | 46.9697 | 56.0606 | 51.5152 | 46.9697 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.7109 | 2.9366 | 0.8305 | 1.0377 | 1.4858 | 0.718 |
Largest Winning Trade | 240449 | 240449 | 75850 | 892768 | 892768 | 525076 |
Largest Losing Trade | -44795 | -37717 | -44795 | -834890 | -387654 | -834890 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 71 | 70 | 72 | 71 | 70 | 72 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 7035 | 3239 | 3796 | 7035 | 3239 | 3796 |
Profit Streak | 26.2496 | 46.4996 | 26.2496 | 26.2496 | 46.4996 | 26.2496 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380321 | -115287 | -619698 | -168183 | -159891 | -703630 |
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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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