Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95536.0185 | 337683.1955 | -242147.1771 | 4183158.2448 | 1340277.4508 | 2842880.794 |
Total P&L (%) | 95.536 | 337.6832 | -242.1472 | 4183.1582 | 1340.2775 | 2842.8808 |
Avg Daily Profit (%) | 0.0382 | 0.135 | -0.0968 | 0.1504 | 0.1067 | 0.1353 |
Buy And Hold Return (%) | 939.5813 | 939.5813 | 939.5813 | 939.5813 | 939.5813 | 939.5813 |
Max Trade Drawdown | -330546 | -51964 | -330546 | -1278155 | -545446 | -1180821 |
Profit Factor | 1.1293 | 3.141 | 0.5835 | 2.4312 | 2.7236 | 2.3252 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 111 | 56 | 55 | 55 | 28 | 27 |
Losing Trades | 23 | 11 | 12 | 79 | 39 | 40 |
Profitability (%) | 82.8358 | 83.5821 | 82.0896 | 41.0448 | 41.791 | 40.2985 |
Ratio Avg Win / Avg Loss | 0.234 | 0.617 | 0.1273 | 3.4921 | 3.7937 | 3.4447 |
Largest Winning Trade | 88517 | 88517 | 37710 | 3283423 | 332732 | 3283423 |
Largest Losing Trade | -330546 | -50721 | -330546 | -1180821 | -196192 | -1180821 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 19 | 19 | 18 | 39 | 47 | 31 |
Avg Bars in Losers | 116 | 123 | 110 | 33 | 28 | 38 |
Bars Traded | 4833 | 2469 | 2364 | 4833 | 2469 | 2364 |
Profit Streak | 35.0019 | 159.0019 | 35.0019 | 35.0019 | 159.0019 | 35.0019 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -381327 | -286241 | -692374 | 317991 | -196634 | -130331 |
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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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