Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21992.49 | 288572.7286 | -266580.2386 | 4464127.4969 | 1546326.2143 | 2917801.2827 |
Total P&L (%) | 21.9925 | 288.5727 | -266.5802 | 4464.1275 | 1546.3262 | 2917.8013 |
Avg Daily Profit (%) | 0.0088 | 0.1154 | -0.1066 | 0.1529 | 0.1121 | 0.1364 |
Buy And Hold Return (%) | 916.8325 | 916.8325 | 916.8325 | 916.8325 | 916.8325 | 916.8325 |
Max Trade Drawdown | -305006 | -52695 | -322492 | -1368124 | -591033 | -1368124 |
Profit Factor | 1.0293 | 2.7263 | 0.544 | 2.3606 | 2.726 | 2.2233 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 143 | 70 | 73 | 85 | 43 | 42 |
Losing Trades | 35 | 19 | 16 | 93 | 46 | 47 |
Profitability (%) | 80.3371 | 78.6517 | 82.0225 | 47.7528 | 48.3146 | 47.191 |
Ratio Avg Win / Avg Loss | 0.2519 | 0.74 | 0.1192 | 2.5828 | 2.9162 | 2.488 |
Largest Winning Trade | 75999 | 75999 | 37710 | 3143267 | 365724 | 3143267 |
Largest Losing Trade | -305006 | -50425 | -305006 | -1368124 | -206000 | -1368124 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 15 | 15 | 14 | 28 | 30 | 25 |
Avg Bars in Losers | 73 | 70 | 78 | 25 | 24 | 27 |
Bars Traded | 4794 | 2447 | 2347 | 4794 | 2447 | 2347 |
Profit Streak | 14.8523 | 138.3523 | 0 | 14.8523 | 138.3523 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -531152 | -196852 | -576453 | 417802 | -45933 | -10438 |
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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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