Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178074.8969 | 362039.2304 | -183964.3335 | 4272352.1562 | 600007.331 | 3672344.8252 |
Total P&L (%) | 178.0749 | 362.0392 | -183.9643 | 4272.3522 | 600.0073 | 3672.3448 |
Avg Daily Profit (%) | 0.0712 | 0.1448 | -0.0736 | 0.1512 | 0.0779 | 0.1453 |
Buy And Hold Return (%) | 835.6072 | 835.6072 | 835.6072 | 835.6072 | 835.6072 | 835.6072 |
Max Trade Drawdown | -289028 | -50561 | -289028 | -1729276 | -833113 | -1361059 |
Profit Factor | 1.2347 | 3.2557 | 0.6925 | 1.9677 | 1.3246 | 2.4308 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 158 | 80 | 78 | 80 | 39 | 41 |
Losing Trades | 32 | 15 | 17 | 110 | 56 | 54 |
Profitability (%) | 83.1579 | 84.2105 | 82.1053 | 42.1053 | 41.0526 | 43.1579 |
Ratio Avg Win / Avg Loss | 0.2501 | 0.6104 | 0.1509 | 2.7056 | 1.9021 | 3.2016 |
Largest Winning Trade | 66968 | 66968 | 39492 | 4489958 | 844482 | 4489958 |
Largest Losing Trade | -289028 | -48424 | -289028 | -1088956 | -302062 | -1088956 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 14 | 15 | 14 | 27 | 32 | 23 |
Avg Bars in Losers | 73 | 96 | 52 | 22 | 25 | 19 |
Bars Traded | 4689 | 2681 | 2008 | 4689 | 2681 | 2008 |
Profit Streak | 21.3082 | 113.8082 | 0 | 21.3082 | 113.8082 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259313 | -156110 | -576429 | 318746 | -255096 | 50559 |
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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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