Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117906.1855 | 336264.7408 | -218358.5553 | 5390207.5223 | 1981718.5916 | 3408488.9307 |
Total P&L (%) | 117.9062 | 336.2647 | -218.3586 | 5390.2075 | 1981.7186 | 3408.4889 |
Avg Daily Profit (%) | 0.0472 | 0.1345 | -0.0873 | 0.1603 | 0.1215 | 0.1424 |
Buy And Hold Return (%) | 886.7356 | 886.7356 | 886.7356 | 886.7356 | 886.7356 | 886.7356 |
Max Trade Drawdown | -352623 | -55508 | -352623 | -2070659 | -610467 | -1702567 |
Profit Factor | 1.1759 | 3.9682 | 0.608 | 2.2816 | 3.576 | 1.9918 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 135 | 70 | 65 | 89 | 43 | 46 |
Losing Trades | 19 | 7 | 12 | 65 | 34 | 31 |
Profitability (%) | 87.6623 | 90.9091 | 84.4156 | 57.7922 | 55.8442 | 59.7403 |
Ratio Avg Win / Avg Loss | 0.1655 | 0.3968 | 0.1122 | 1.6663 | 2.8276 | 1.3423 |
Largest Winning Trade | 75999 | 75999 | 37710 | 4226865 | 542090 | 4226865 |
Largest Losing Trade | -352623 | -46804 | -352623 | -1702567 | -172957 | -1702567 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 19 | 20 | 18 | 28 | 31 | 25 |
Avg Bars in Losers | 112 | 143 | 95 | 35 | 32 | 38 |
Bars Traded | 4772 | 2433 | 2339 | 4772 | 2433 | 2339 |
Profit Streak | 15.0603 | 430.0603 | 0 | 15.0603 | 312.0603 | 0 |
Trades During Streak | 1 | 15 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318099 | -210216 | -618140 | 497915 | -68403 | -42649 |
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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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