Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587455.3732 | 433528.3329 | 153927.0403 | -58522.5744 | 519796.942 | -578319.5165 |
Total P&L (%) | 587.4554 | 433.5283 | 153.927 | -58.5226 | 519.7969 | -578.3195 |
Avg Daily Profit (%) | 0.3088 | 0.2279 | 0.0809 | -0.0462 | 0.0959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139330 | -95499 | -130762 | -664417 | -133526 | -711296 |
Profit Factor | 1.6716 | 2.0292 | 1.3395 | 0.9573 | 2.5037 | 0.4356 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 55.9441 | 54.9296 | 56.9444 | 55.9441 | 54.9296 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.3164 | 1.665 | 1.0128 | 0.7539 | 2.0543 | 0.3293 |
Largest Winning Trade | 212753 | 212753 | 55602 | 264824 | 264824 | 145614 |
Largest Losing Trade | -98111 | -31069 | -98111 | -539652 | -122373 | -539652 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 3597 | 1530 | 2067 | 3597 | 1530 | 2067 |
Profit Streak | 488.2651 | 0 | 588.7651 | 488.2651 | 0 | 588.7651 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469228 | -74047 | -161256 | -578766 | -145472 | -657430 |
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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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