Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172494.558 | 361210.3661 | -188715.8082 | 7161551.771 | 2476307.7408 | 4685244.0302 |
Total P&L (%) | 172.4946 | 361.2104 | -188.7158 | 7161.5518 | 2476.3077 | 4685.244 |
Avg Daily Profit (%) | 0.069 | 0.1445 | -0.0755 | 0.1715 | 0.13 | 0.1548 |
Buy And Hold Return (%) | 842.6517 | 842.6517 | 842.6517 | 842.6517 | 842.6517 | 842.6517 |
Max Trade Drawdown | -300664 | -57926 | -300849 | -2601717 | -878519 | -2601717 |
Profit Factor | 1.2309 | 3.5589 | 0.6885 | 2.2436 | 2.7437 | 2.0799 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 152 | 78 | 74 | 86 | 42 | 44 |
Losing Trades | 28 | 12 | 16 | 94 | 48 | 46 |
Profitability (%) | 84.4444 | 86.6667 | 82.2222 | 47.7778 | 46.6667 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.2267 | 0.5475 | 0.1489 | 2.4523 | 3.1357 | 2.1744 |
Largest Winning Trade | 71149 | 71149 | 39492 | 5459175 | 1356456 | 5459175 |
Largest Losing Trade | -300664 | -51321 | -300664 | -2601717 | -372018 | -2601717 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 14 | 16 | 13 | 29 | 34 | 23 |
Avg Bars in Losers | 87 | 119 | 62 | 23 | 25 | 20 |
Bars Traded | 4684 | 2688 | 1996 | 4684 | 2688 | 1996 |
Profit Streak | 16.4064 | 112.9064 | 0 | 16.4064 | 112.9064 | 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 | -262216 | -155848 | -576431 | 467849 | -16907 | 366408 |
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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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