Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93162.7996 | 207104.6361 | -113941.8364 | 2371324.8533 | 852158.7242 | 1519166.1291 |
Total P&L (%) | 93.1628 | 207.1046 | -113.9418 | 2371.3249 | 852.1587 | 1519.1661 |
Avg Daily Profit (%) | 0.0752 | 0.1672 | -0.092 | 0.2592 | 0.1821 | 0.225 |
Buy And Hold Return (%) | 77.4086 | 77.4086 | 77.4086 | 77.4086 | 77.4086 | 77.4086 |
Max Trade Drawdown | -333556 | -50519 | -325694 | -1692646 | -1692646 | -710097 |
Profit Factor | 1.1274 | 1.974 | 0.7804 | 1.5769 | 1.3568 | 1.8821 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 172 | 85 | 87 | 162 | 82 | 80 |
Losing Trades | 23 | 12 | 11 | 33 | 15 | 18 |
Profitability (%) | 88.2051 | 87.6289 | 88.7755 | 83.0769 | 84.5361 | 81.6327 |
Ratio Avg Win / Avg Loss | 0.1508 | 0.2787 | 0.0987 | 0.3212 | 0.2482 | 0.4235 |
Largest Winning Trade | 20433 | 14248 | 20433 | 302544 | 277335 | 302544 |
Largest Losing Trade | -235224 | -50519 | -235224 | -1692646 | -1692646 | -435931 |
Avg Bars in Trades | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Winners | 11 | 11 | 10 | 15 | 17 | 13 |
Avg Bars in Losers | 119 | 137 | 99 | 66 | 84 | 50 |
Bars Traded | 4686 | 2669 | 2017 | 4686 | 2669 | 2017 |
Profit Streak | 30.8199 | 81.3199 | 30.8199 | 30.8199 | 81.3199 | 30.8199 |
Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -269110 | 411293 | -574203 | 581269 | 462960 | 537360 |
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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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