Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615701.4495 | 684540.5171 | -68839.0675 | -158235.2665 | 9815.5915 | -168050.858 |
Total P&L (%) | 615.7015 | 684.5405 | -68.8391 | -158.2353 | 9.8156 | -168.0509 |
Avg Daily Profit (%) | 0.3216 | 0.3575 | -0.036 | 0 | 0.0049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136904 | -120704 | -134709 | -373456 | -196962 | -283741 |
Profit Factor | 2.0197 | 3.3396 | 0.7788 | 0.832 | 1.0203 | 0.6328 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 17 | 17 | 29 | 15 | 14 |
Losing Trades | 28 | 14 | 14 | 33 | 16 | 17 |
Profitability (%) | 54.8387 | 54.8387 | 54.8387 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.6633 | 2.7503 | 0.6414 | 0.9468 | 1.0883 | 0.7684 |
Largest Winning Trade | 683993 | 683993 | 59159 | 134015 | 134015 | 83641 |
Largest Losing Trade | -126116 | -61248 | -126116 | -186043 | -186043 | -131345 |
Avg Bars in Trades | 86 | 60 | 113 | 86 | 60 | 113 |
Avg Bars in Winners | 101 | 62 | 141 | 58 | 55 | 61 |
Avg Bars in Losers | 68 | 58 | 78 | 111 | 65 | 155 |
Bars Traded | 5385 | 1881 | 3504 | 5385 | 1881 | 3504 |
Profit Streak | 56.4049 | 57.7383 | 0 | 0 | 0 | 111.0716 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144396 | 609042 | -580190 | -740532 | -550969 | -581741 |
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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) |
---|