Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33379.5017 | 305215.796 | -271836.2943 | 7529119.8593 | 1965457.2261 | 5563662.6332 |
Total P&L (%) | 33.3795 | 305.2158 | -271.8363 | 7529.1199 | 1965.4572 | 5563.6626 |
Avg Daily Profit (%) | 0.0133 | 0.1221 | -0.1087 | 0.1735 | 0.1212 | 0.1616 |
Buy And Hold Return (%) | 953.3685 | 953.3685 | 953.3685 | 953.3685 | 953.3685 | 953.3685 |
Max Trade Drawdown | -339181 | -48475 | -346931 | -1801853 | -843374 | -1497340 |
Profit Factor | 1.0407 | 2.9785 | 0.5923 | 2.7966 | 2.487 | 2.9392 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 162 | 82 | 80 | 82 | 41 | 41 |
Losing Trades | 34 | 16 | 18 | 114 | 57 | 57 |
Profitability (%) | 82.6531 | 83.6735 | 81.6327 | 41.8367 | 41.8367 | 41.8367 |
Ratio Avg Win / Avg Loss | 0.2184 | 0.5812 | 0.1333 | 3.8879 | 3.4575 | 4.0863 |
Largest Winning Trade | 68455 | 68455 | 23268 | 5511548 | 757476 | 5511548 |
Largest Losing Trade | -339181 | -48329 | -339181 | -1497340 | -259942 | -1497340 |
Avg Bars in Trades | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Winners | 13 | 15 | 11 | 29 | 35 | 22 |
Avg Bars in Losers | 73 | 86 | 62 | 20 | 20 | 19 |
Bars Traded | 4690 | 2632 | 2058 | 4690 | 2632 | 2058 |
Profit Streak | 10.9988 | 78.4988 | 0 | 10.9988 | 78.4988 | 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 | -511885 | -187045 | -576467 | 429102 | -34392 | 336824 |
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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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