Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90868.0357 | 334827.7741 | -243959.7384 | 5032466.2522 | -52296.4644 | 5084762.7166 |
Total P&L (%) | 90.868 | 334.8278 | -243.9597 | 5032.4663 | -52.2965 | 5084.7627 |
Avg Daily Profit (%) | 0.0363 | 0.1339 | -0.0975 | 0.1576 | -0.0296 | 0.158 |
Buy And Hold Return (%) | 838.3776 | 838.3776 | 838.3776 | 838.3776 | 838.3776 | 838.3776 |
Max Trade Drawdown | -319384 | -48914 | -325566 | -2739858 | -1222778 | -1932853 |
Profit Factor | 1.1244 | 3.0763 | 0.5714 | 1.8298 | 0.9762 | 2.3141 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 81 | 41 | 40 | 47 | 24 | 23 |
Losing Trades | 26 | 12 | 14 | 60 | 29 | 31 |
Profitability (%) | 75.7009 | 77.3585 | 74.0741 | 43.9252 | 45.283 | 42.5926 |
Ratio Avg Win / Avg Loss | 0.3609 | 0.9004 | 0.2 | 2.3359 | 1.1796 | 3.119 |
Largest Winning Trade | 99225 | 99225 | 40503 | 7188766 | 568736 | 7188766 |
Largest Losing Trade | -319384 | -48914 | -319384 | -1932853 | -465568 | -1932853 |
Avg Bars in Trades | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Winners | 39 | 32 | 45 | 72 | 85 | 59 |
Avg Bars in Losers | 150 | 200 | 108 | 61 | 58 | 63 |
Bars Traded | 7096 | 3747 | 3349 | 7096 | 3747 | 3349 |
Profit Streak | 16.4255 | 136.7589 | 16.4255 | 16.4255 | 136.7589 | 16.4255 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -390541 | -352553 | -757137 | 341023 | -760040 | -170899 |
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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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