Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154012.6254 | 355614.9483 | -201602.3229 | 5899902.262 | 1939625.8067 | 3960276.4554 |
Total P&L (%) | 154.0126 | 355.6149 | -201.6023 | 5899.9023 | 1939.6258 | 3960.2765 |
Avg Daily Profit (%) | 0.0616 | 0.1422 | -0.0806 | 0.1639 | 0.1207 | 0.1482 |
Buy And Hold Return (%) | 797.985 | 797.985 | 797.985 | 797.985 | 797.985 | 797.985 |
Max Trade Drawdown | -300664 | -62118 | -300664 | -2149684 | -776869 | -2149684 |
Profit Factor | 1.2037 | 3.3806 | 0.6677 | 2.1695 | 2.5007 | 2.0555 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 150 | 77 | 73 | 84 | 40 | 44 |
Losing Trades | 28 | 12 | 16 | 94 | 49 | 45 |
Profitability (%) | 84.2697 | 86.5169 | 82.0225 | 47.191 | 44.9438 | 49.4382 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.5268 | 0.1463 | 2.4278 | 3.0633 | 2.1022 |
Largest Winning Trade | 71149 | 71149 | 39492 | 4823763 | 1198574 | 4823763 |
Largest Losing Trade | -300664 | -51019 | -300664 | -2149684 | -321510 | -2149684 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 14 | 16 | 13 | 29 | 35 | 23 |
Avg Bars in Losers | 87 | 121 | 62 | 23 | 25 | 21 |
Bars Traded | 4687 | 2690 | 1997 | 4687 | 2690 | 1997 |
Profit Streak | 19.4462 | 101.9462 | 0 | 19.4462 | 101.9462 | 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 | -272281 | -159433 | -576453 | 451145 | -31683 | 271428 |
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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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