Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196857.3215 | 341922.4428 | -145065.1213 | 5725268.0662 | 351880.192 | 5373387.8742 |
Total P&L (%) | 196.8573 | 341.9224 | -145.0651 | 5725.2681 | 351.8802 | 5373.3879 |
Avg Daily Profit (%) | 0.0787 | 0.1367 | -0.058 | 0.1627 | 0.0603 | 0.1602 |
Buy And Hold Return (%) | 884.5334 | 884.5334 | 884.5334 | 884.5334 | 884.5334 | 884.5334 |
Max Trade Drawdown | -272485 | -58793 | -272485 | -2665927 | -1147220 | -1611117 |
Profit Factor | 1.3331 | 3.5997 | 0.6843 | 2.6819 | 1.2153 | 4.0368 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 89 | 44 | 45 | 47 | 23 | 24 |
Losing Trades | 15 | 8 | 7 | 57 | 29 | 28 |
Profitability (%) | 85.5769 | 84.6154 | 86.5385 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.6545 | 0.1065 | 3.2526 | 1.5323 | 4.7096 |
Largest Winning Trade | 87631 | 87631 | 36265 | 5798475 | 464175 | 5798475 |
Largest Losing Trade | -272485 | -46740 | -272485 | -679144 | -412538 | -679144 |
Avg Bars in Trades | 43 | 51 | 36 | 43 | 51 | 36 |
Avg Bars in Winners | 28 | 29 | 27 | 44 | 57 | 32 |
Avg Bars in Losers | 136 | 168 | 99 | 43 | 46 | 40 |
Bars Traded | 4566 | 2657 | 1909 | 4566 | 2657 | 1909 |
Profit Streak | 110.1455 | 110.1455 | 208.6455 | 110.1455 | 110.1455 | 352.1455 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248492 | -346635 | -754898 | 447458 | -458383 | -165979 |
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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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