Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163366.1295 | 352462.2103 | -189096.0808 | 5662156.2241 | 880715.6455 | 4781440.5786 |
Total P&L (%) | 163.3661 | 352.4622 | -189.0961 | 5662.1562 | 880.7156 | 4781.4406 |
Avg Daily Profit (%) | 0.0653 | 0.141 | -0.0756 | 0.1623 | 0.0913 | 0.1556 |
Buy And Hold Return (%) | 887.9808 | 887.9808 | 887.9808 | 887.9808 | 887.9808 | 887.9808 |
Max Trade Drawdown | -289028 | -56784 | -289028 | -2318752 | -1106426 | -2064503 |
Profit Factor | 1.2187 | 3.1472 | 0.6755 | 1.9447 | 1.3716 | 2.3196 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 149 | 75 | 74 | 73 | 35 | 38 |
Losing Trades | 31 | 15 | 16 | 107 | 55 | 52 |
Profitability (%) | 82.7778 | 83.3333 | 82.2222 | 40.5556 | 38.8889 | 42.2222 |
Ratio Avg Win / Avg Loss | 0.2536 | 0.6295 | 0.1461 | 2.8505 | 2.1554 | 3.1741 |
Largest Winning Trade | 66968 | 66968 | 39492 | 6041796 | 1136356 | 6041796 |
Largest Losing Trade | -289028 | -47766 | -289028 | -2064503 | -378129 | -2064503 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 15 | 16 | 15 | 29 | 36 | 23 |
Avg Bars in Losers | 75 | 98 | 53 | 23 | 25 | 21 |
Bars Traded | 4689 | 2687 | 2002 | 4689 | 2687 | 2002 |
Profit Streak | 14.9944 | 105.4944 | 0 | 14.9944 | 105.4944 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267309 | -161557 | -576431 | 328574 | -237701 | 285758 |
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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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