Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126904.2796 | 347617.8235 | -220713.5439 | 6316312.9276 | 1921379.5732 | 4394933.3544 |
Total P&L (%) | 126.9043 | 347.6178 | -220.7135 | 6316.3129 | 1921.3796 | 4394.9334 |
Avg Daily Profit (%) | 0.0507 | 0.1389 | -0.0882 | 0.1664 | 0.1202 | 0.1522 |
Buy And Hold Return (%) | 821.6887 | 821.6887 | 821.6887 | 821.6887 | 821.6887 | 821.6887 |
Max Trade Drawdown | -311471 | -50717 | -311471 | -1911026 | -866055 | -1342640 |
Profit Factor | 1.1773 | 3.0457 | 0.5955 | 2.4147 | 2.1778 | 2.5511 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 101 | 51 | 50 | 49 | 26 | 23 |
Losing Trades | 22 | 10 | 12 | 74 | 35 | 39 |
Profitability (%) | 82.1138 | 83.6066 | 80.6452 | 39.8374 | 42.623 | 37.0968 |
Ratio Avg Win / Avg Loss | 0.2564 | 0.5972 | 0.1429 | 3.6467 | 2.9317 | 4.3258 |
Largest Winning Trade | 87631 | 87631 | 36265 | 4841311 | 674384 | 4841311 |
Largest Losing Trade | -311471 | -50717 | -311471 | -1306769 | -372883 | -1306769 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 21 | 19 | 23 | 46 | 54 | 37 |
Avg Bars in Losers | 117 | 157 | 83 | 33 | 32 | 33 |
Bars Traded | 4747 | 2570 | 2177 | 4747 | 2570 | 2177 |
Profit Streak | 0 | 142.9514 | 0 | 0 | 142.9514 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -313399 | -326328 | -731006 | 314121 | -195985 | -148084 |
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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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