Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38904.9852 | 307362.6938 | -268457.7086 | 8070695.0352 | 2226592.7984 | 5844102.2369 |
Total P&L (%) | 38.905 | 307.3627 | -268.4577 | 8070.695 | 2226.5928 | 5844.1022 |
Avg Daily Profit (%) | 0.0156 | 0.1229 | -0.1074 | 0.1762 | 0.1259 | 0.1635 |
Buy And Hold Return (%) | 926.5544 | 926.5544 | 926.5544 | 926.5544 | 926.5544 | 926.5544 |
Max Trade Drawdown | -339181 | -48763 | -346078 | -1843743 | -867310 | -1603633 |
Profit Factor | 1.0476 | 3.0497 | 0.5973 | 2.8568 | 2.6488 | 2.9505 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 163 | 84 | 79 | 81 | 40 | 41 |
Losing Trades | 35 | 15 | 20 | 117 | 59 | 58 |
Profitability (%) | 82.3232 | 84.8485 | 79.798 | 40.9091 | 40.404 | 41.4141 |
Ratio Avg Win / Avg Loss | 0.225 | 0.5446 | 0.1512 | 4.1264 | 3.907 | 4.1739 |
Largest Winning Trade | 68455 | 68455 | 23268 | 5653630 | 811248 | 5653630 |
Largest Losing Trade | -339181 | -48617 | -339181 | -1603633 | -266643 | -1603633 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 13 | 14 | 11 | 29 | 36 | 22 |
Avg Bars in Losers | 71 | 91 | 56 | 19 | 20 | 19 |
Bars Traded | 4690 | 2636 | 2054 | 4690 | 2636 | 2054 |
Profit Streak | 10.5785 | 78.0785 | 0 | 10.5785 | 78.0785 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -501549 | -185647 | -576649 | 421831 | -26001 | 343697 |
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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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