Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373363.8704 | 475010.2007 | -101646.3303 | 10953428.6739 | 4005127.5395 | 6948301.1344 |
Total P&L (%) | 373.3639 | 475.0102 | -101.6463 | 10953.4287 | 4005.1275 | 6948.3011 |
Avg Daily Profit (%) | 0.1493 | 0.19 | -0.0407 | 0.1884 | 0.1487 | 0.1703 |
Buy And Hold Return (%) | 912.4572 | 912.4572 | 912.4572 | 912.4572 | 912.4572 | 912.4572 |
Max Trade Drawdown | -268937 | -62366 | -268937 | -5374639 | -1843411 | -3743069 |
Profit Factor | 1.6424 | 4.9775 | 0.7799 | 2.1182 | 2.4059 | 2.0003 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 93 | 46 | 47 | 57 | 27 | 30 |
Losing Trades | 21 | 11 | 10 | 57 | 30 | 27 |
Profitability (%) | 81.5789 | 80.7018 | 82.4561 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.3709 | 1.1903 | 0.1659 | 2.1182 | 2.6732 | 1.8002 |
Largest Winning Trade | 189309 | 189309 | 35860 | 9130847 | 1876922 | 9130847 |
Largest Losing Trade | -268937 | -47559 | -268937 | -2997492 | -583125 | -2997492 |
Avg Bars in Trades | 82 | 87 | 76 | 82 | 87 | 76 |
Avg Bars in Winners | 52 | 60 | 45 | 69 | 77 | 63 |
Avg Bars in Losers | 212 | 203 | 223 | 94 | 97 | 91 |
Bars Traded | 9379 | 5007 | 4372 | 9379 | 5007 | 4372 |
Profit Streak | 8.7287 | 96.4787 | 0 | 8.7287 | 96.4787 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153871 | -326152 | -756705 | 465809 | -171008 | -168129 |
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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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