Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84931.9217 | 324542.7089 | -239610.7871 | 7183188.4396 | 2594553.3798 | 4588635.0597 |
Total P&L (%) | 84.9319 | 324.5427 | -239.6108 | 7183.1884 | 2594.5534 | 4588.6351 |
Avg Daily Profit (%) | 0.034 | 0.1298 | -0.0958 | 0.1716 | 0.1318 | 0.154 |
Buy And Hold Return (%) | 880.0189 | 880.0189 | 880.0189 | 880.0189 | 880.0189 | 880.0189 |
Max Trade Drawdown | -305006 | -51195 | -338513 | -1633569 | -726207 | -1416259 |
Profit Factor | 1.1044 | 3.0353 | 0.6338 | 2.7483 | 3.1468 | 2.5823 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 167 | 87 | 80 | 97 | 48 | 49 |
Losing Trades | 39 | 16 | 23 | 109 | 55 | 54 |
Profitability (%) | 81.068 | 84.466 | 77.6699 | 47.0874 | 46.6019 | 47.5728 |
Ratio Avg Win / Avg Loss | 0.2579 | 0.5582 | 0.1822 | 3.0883 | 3.6057 | 2.8458 |
Largest Winning Trade | 68455 | 68455 | 22863 | 4289105 | 782216 | 4289105 |
Largest Losing Trade | -305006 | -51195 | -305006 | -1411906 | -257044 | -1411906 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 12 | 12 | 12 | 27 | 33 | 22 |
Avg Bars in Losers | 66 | 91 | 49 | 18 | 17 | 19 |
Bars Traded | 4706 | 2569 | 2137 | 4706 | 2569 | 2137 |
Profit Streak | 8.7158 | 217.7158 | 8.7158 | 8.7158 | 217.7158 | 8.7158 |
Trades During Streak | 3 | 12 | 1 | 3 | 12 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -413774 | -176341 | -576245 | 533329 | -13537 | 399668 |
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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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