Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73758.1343 | 317473.3932 | -243715.2589 | 6604808.2672 | 2284176.5313 | 4320631.7359 |
Total P&L (%) | 73.7581 | 317.4734 | -243.7153 | 6604.8083 | 2284.1765 | 4320.6317 |
Avg Daily Profit (%) | 0.0295 | 0.127 | -0.0975 | 0.1683 | 0.1269 | 0.1516 |
Buy And Hold Return (%) | 874.7575 | 874.7575 | 874.7575 | 874.7575 | 874.7575 | 874.7575 |
Max Trade Drawdown | -305006 | -48486 | -329484 | -1490360 | -684412 | -1356598 |
Profit Factor | 1.0904 | 2.9597 | 0.6275 | 2.8089 | 3.1167 | 2.6798 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 160 | 81 | 79 | 88 | 46 | 42 |
Losing Trades | 42 | 20 | 22 | 114 | 55 | 59 |
Profitability (%) | 79.2079 | 80.198 | 78.2178 | 43.5644 | 45.5446 | 41.5842 |
Ratio Avg Win / Avg Loss | 0.2862 | 0.7308 | 0.1747 | 3.6388 | 3.7264 | 3.7645 |
Largest Winning Trade | 68455 | 68455 | 22863 | 4016456 | 729258 | 4016456 |
Largest Losing Trade | -305006 | -48486 | -305006 | -1316317 | -235559 | -1316317 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 14 | 15 | 12 | 28 | 31 | 25 |
Avg Bars in Losers | 58 | 66 | 50 | 19 | 20 | 18 |
Bars Traded | 4706 | 2573 | 2133 | 4706 | 2573 | 2133 |
Profit Streak | 6.7158 | 427.2158 | 0 | 6.7158 | 307.2158 | 0 |
Trades During Streak | 1 | 16 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -436242 | -180699 | -576849 | 455337 | -20904 | 290487 |
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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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