Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47287.5393 | 286364.9679 | -239077.4286 | 5026838.8728 | 2419737.4688 | 2607101.4041 |
Total P&L (%) | 47.2875 | 286.365 | -239.0774 | 5026.8389 | 2419.7375 | 2607.1014 |
Avg Daily Profit (%) | 0.0189 | 0.1145 | -0.0956 | 0.1576 | 0.1291 | 0.132 |
Buy And Hold Return (%) | 747.1833 | 747.1833 | 747.1833 | 747.1833 | 747.1833 | 747.1833 |
Max Trade Drawdown | -334092 | -55830 | -365272 | -1458538 | -321791 | -1458538 |
Profit Factor | 1.0631 | 2.8549 | 0.5986 | 2.7059 | 4.7153 | 2.1358 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 166 | 82 | 84 | 104 | 54 | 50 |
Losing Trades | 36 | 19 | 17 | 98 | 47 | 51 |
Profitability (%) | 82.1782 | 81.1881 | 83.1683 | 51.4851 | 53.4653 | 49.505 |
Ratio Avg Win / Avg Loss | 0.2305 | 0.6615 | 0.1211 | 2.5498 | 4.1041 | 2.1785 |
Largest Winning Trade | 72711 | 72711 | 37710 | 2134191 | 685752 | 2134191 |
Largest Losing Trade | -334092 | -52602 | -334092 | -1458538 | -169883 | -1458538 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 12 | 12 | 12 | 24 | 29 | 19 |
Avg Bars in Losers | 78 | 86 | 69 | 24 | 22 | 25 |
Bars Traded | 4889 | 2632 | 2257 | 4889 | 2632 | 2257 |
Profit Streak | 9.5495 | 140.5495 | 0 | 9.5495 | 140.5495 | 0 |
Trades During Streak | 1 | 11 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -480101 | -197340 | -576310 | 534581 | -13492 | -15204 |
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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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