Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117730.6669 | 323635.1217 | -205904.4549 | 4782206.2815 | 979868.1661 | 3802338.1154 |
Total P&L (%) | 117.7307 | 323.6351 | -205.9045 | 4782.2063 | 979.8682 | 3802.3381 |
Avg Daily Profit (%) | 0.0471 | 0.1294 | -0.0823 | 0.1556 | 0.0952 | 0.1466 |
Buy And Hold Return (%) | 830.9659 | 830.9659 | 830.9659 | 830.9659 | 830.9659 | 830.9659 |
Max Trade Drawdown | -311947 | -48766 | -311947 | -1375221 | -582122 | -844962 |
Profit Factor | 1.1734 | 3.0959 | 0.6076 | 3.4575 | 2.0291 | 4.8261 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 97 | 49 | 48 | 51 | 25 | 26 |
Losing Trades | 21 | 10 | 11 | 67 | 34 | 33 |
Profitability (%) | 82.2034 | 83.0508 | 81.3559 | 43.2203 | 42.3729 | 44.0678 |
Ratio Avg Win / Avg Loss | 0.254 | 0.6318 | 0.1392 | 4.5422 | 2.7596 | 6.1254 |
Largest Winning Trade | 87631 | 87631 | 36265 | 3339923 | 446884 | 3339923 |
Largest Losing Trade | -311947 | -48766 | -311947 | -386384 | -193188 | -386384 |
Avg Bars in Trades | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Winners | 20 | 19 | 21 | 46 | 56 | 37 |
Avg Bars in Losers | 122 | 160 | 89 | 32 | 33 | 31 |
Bars Traded | 4580 | 2553 | 2027 | 4580 | 2553 | 2027 |
Profit Streak | 122.5801 | 122.5801 | 210.0801 | 122.5801 | 122.5801 | 327.5801 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321083 | -353984 | -752003 | 455129 | -349885 | -168466 |
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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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