Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52311.7727 | 352960.2597 | -300648.487 | 4611401.6081 | 1587837.3196 | 3023564.2885 |
Total P&L (%) | 52.3118 | 352.9603 | -300.6485 | 4611.4016 | 1587.8373 | 3023.5643 |
Avg Daily Profit (%) | 0.0209 | 0.1412 | -0.1202 | 0.1542 | 0.1131 | 0.1377 |
Buy And Hold Return (%) | 790.8069 | 790.8069 | 790.8069 | 790.8069 | 790.8069 | 790.8069 |
Max Trade Drawdown | -332361 | -75278 | -386307 | -1518884 | -554299 | -1518884 |
Profit Factor | 1.054 | 2.5389 | 0.5939 | 2.2465 | 2.4825 | 2.1503 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 112 | 56 | 56 | 78 | 41 | 37 |
Losing Trades | 41 | 20 | 21 | 75 | 35 | 40 |
Profitability (%) | 73.2026 | 73.6842 | 72.7273 | 50.9804 | 53.9474 | 48.0519 |
Ratio Avg Win / Avg Loss | 0.3858 | 0.9068 | 0.2227 | 2.1601 | 2.1192 | 2.3246 |
Largest Winning Trade | 57123 | 57123 | 44607 | 3299503 | 510083 | 3299503 |
Largest Losing Trade | -332361 | -50263 | -332361 | -1518884 | -194420 | -1518884 |
Avg Bars in Trades | 47 | 54 | 39 | 47 | 54 | 39 |
Avg Bars in Winners | 30 | 33 | 26 | 49 | 62 | 36 |
Avg Bars in Losers | 93 | 112 | 75 | 44 | 45 | 43 |
Bars Traded | 7207 | 4147 | 3060 | 7207 | 4147 | 3060 |
Profit Streak | 34.2037 | 200.2037 | 34.2037 | 34.2037 | 200.2037 | 34.2037 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -488222 | -212921 | -618518 | 488684 | -91164 | -48749 |
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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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