Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169492.0399 | 244610.5078 | -75118.468 | 3604279.0907 | 1774361.3505 | 1829917.7402 |
Total P&L (%) | 169.492 | 244.6105 | -75.1185 | 3604.2791 | 1774.3614 | 1829.9177 |
Avg Daily Profit (%) | 0.1368 | 0.1975 | -0.0606 | 0.292 | 0.2369 | 0.2392 |
Buy And Hold Return (%) | 23.0033 | 23.0033 | 23.0033 | 23.0033 | 23.0033 | 23.0033 |
Max Trade Drawdown | -198983 | -48087 | -256958 | -882369 | -1011045 | -1110457 |
Profit Factor | 1.256 | 2.7882 | 0.857 | 1.8126 | 2.0887 | 1.6522 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 101 | 49 | 52 | 87 | 42 | 45 |
Losing Trades | 28 | 15 | 13 | 42 | 22 | 20 |
Profitability (%) | 78.2946 | 76.5625 | 80 | 67.4419 | 65.625 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.3482 | 0.8535 | 0.2142 | 0.875 | 1.0941 | 0.7343 |
Largest Winning Trade | 30569 | 23336 | 30569 | 807337 | 468600 | 807337 |
Largest Losing Trade | -198983 | -38499 | -198983 | -858737 | -858737 | -662732 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 35 | 31 | 39 | 40 | 30 | 49 |
Avg Bars in Losers | 126 | 108 | 147 | 87 | 86 | 88 |
Bars Traded | 7165 | 3170 | 3995 | 7165 | 3170 | 3995 |
Profit Streak | 12.2602 | 159.0935 | 12.2602 | 12.2602 | 159.0935 | 12.2602 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6864 | -124035 | -707950 | 474210 | -124383 | -119843 |
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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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