Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45551.5098 | 314453.7497 | -268902.2399 | 8436662.9588 | 2465092.8379 | 5971570.1209 |
Total P&L (%) | 45.5515 | 314.4538 | -268.9022 | 8436.663 | 2465.0928 | 5971.5701 |
Avg Daily Profit (%) | 0.0182 | 0.1258 | -0.1075 | 0.178 | 0.1298 | 0.1644 |
Buy And Hold Return (%) | 955.693 | 955.693 | 955.693 | 955.693 | 955.693 | 955.693 |
Max Trade Drawdown | -339420 | -48911 | -344969 | -1827669 | -864376 | -1675460 |
Profit Factor | 1.0544 | 3.0094 | 0.605 | 2.9088 | 2.8625 | 2.9286 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 169 | 87 | 82 | 81 | 40 | 41 |
Losing Trades | 33 | 14 | 19 | 121 | 61 | 60 |
Profitability (%) | 83.6634 | 86.1386 | 81.1881 | 40.099 | 39.604 | 40.5941 |
Ratio Avg Win / Avg Loss | 0.2059 | 0.4843 | 0.1402 | 4.3452 | 4.3653 | 4.2858 |
Largest Winning Trade | 68455 | 68455 | 22863 | 5605814 | 879159 | 5605814 |
Largest Losing Trade | -339420 | -47158 | -339420 | -1675460 | -258378 | -1675460 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 12 | 14 | 11 | 29 | 36 | 22 |
Avg Bars in Losers | 75 | 96 | 60 | 19 | 19 | 19 |
Bars Traded | 4691 | 2612 | 2079 | 4691 | 2612 | 2079 |
Profit Streak | 13.6686 | 81.1686 | 0 | 13.6686 | 81.1686 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -490181 | -182220 | -576503 | 413604 | -20376 | 329730 |
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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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