Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238226.2609 | 361494.9842 | -123268.7233 | 6028124.6581 | 1535758.9705 | 4492365.6876 |
Total P&L (%) | 238.2263 | 361.495 | -123.2687 | 6028.1247 | 1535.759 | 4492.3657 |
Avg Daily Profit (%) | 0.0953 | 0.1446 | -0.0493 | 0.1647 | 0.1118 | 0.1532 |
Buy And Hold Return (%) | 901.5502 | 901.5502 | 901.5502 | 901.5502 | 901.5502 | 901.5502 |
Max Trade Drawdown | -263750 | -58321 | -264414 | -2230148 | -780319 | -1557818 |
Profit Factor | 1.4146 | 3.9296 | 0.7268 | 3.0265 | 2.2119 | 3.6311 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 93 | 47 | 46 | 53 | 25 | 28 |
Losing Trades | 15 | 7 | 8 | 55 | 29 | 26 |
Profitability (%) | 86.1111 | 87.037 | 85.1852 | 49.0741 | 46.2963 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.2282 | 0.5853 | 0.1264 | 3.1407 | 2.5658 | 3.3718 |
Largest Winning Trade | 87631 | 87631 | 36265 | 4151107 | 1144468 | 4151107 |
Largest Losing Trade | -263750 | -47231 | -263750 | -810276 | -310925 | -810276 |
Avg Bars in Trades | 42 | 49 | 34 | 42 | 49 | 34 |
Avg Bars in Winners | 26 | 28 | 23 | 38 | 48 | 30 |
Avg Bars in Losers | 140 | 187 | 98 | 45 | 50 | 39 |
Bars Traded | 4561 | 2673 | 1888 | 4561 | 2673 | 1888 |
Profit Streak | 92.7063 | 92.7063 | 196.7063 | 92.7063 | 92.7063 | 340.2063 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225905 | -335715 | -755028 | 529945 | -228078 | -165311 |
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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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