Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8462.9794 | 289766.6924 | -281303.713 | 5556442.9826 | 2030883.5297 | 3525559.4529 |
Total P&L (%) | 8.463 | 289.7667 | -281.3037 | 5556.443 | 2030.8835 | 3525.5595 |
Avg Daily Profit (%) | 0.0034 | 0.1158 | -0.1125 | 0.1614 | 0.1224 | 0.1436 |
Buy And Hold Return (%) | 837.8529 | 837.8529 | 837.8529 | 837.8529 | 837.8529 | 837.8529 |
Max Trade Drawdown | -328919 | -50525 | -342692 | -1544320 | -544116 | -1544320 |
Profit Factor | 1.0105 | 2.5891 | 0.5507 | 2.7042 | 3.2656 | 2.4913 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 146 | 73 | 73 | 70 | 34 | 36 |
Losing Trades | 23 | 11 | 12 | 99 | 50 | 49 |
Profitability (%) | 86.3905 | 86.9048 | 85.8824 | 41.4201 | 40.4762 | 42.3529 |
Ratio Avg Win / Avg Loss | 0.1592 | 0.3901 | 0.0905 | 3.8245 | 4.8024 | 3.391 |
Largest Winning Trade | 71221 | 71221 | 37710 | 3317966 | 469494 | 3317966 |
Largest Losing Trade | -328919 | -50518 | -328919 | -1544320 | -187128 | -1544320 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 14 | 14 | 15 | 35 | 41 | 29 |
Avg Bars in Losers | 114 | 128 | 100 | 23 | 20 | 27 |
Bars Traded | 4809 | 2435 | 2374 | 4809 | 2435 | 2374 |
Profit Streak | 25.292 | 148.792 | 25.292 | 25.292 | 148.792 | 25.292 |
Trades During Streak | 8 | 9 | 4 | 8 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -557147 | -195653 | -574584 | 435702 | -29275 | 11651 |
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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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