Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109926.9317 | 339540.0107 | -229613.079 | 4746044.4697 | 1357151.7734 | 3388892.6963 |
Total P&L (%) | 109.9269 | 339.54 | -229.6131 | 4746.0445 | 1357.1518 | 3388.8927 |
Avg Daily Profit (%) | 0.044 | 0.1358 | -0.0918 | 0.1553 | 0.1072 | 0.1422 |
Buy And Hold Return (%) | 930.0708 | 930.0708 | 930.0708 | 930.0708 | 930.0708 | 930.0708 |
Max Trade Drawdown | -326312 | -50372 | -327060 | -1614540 | -688497 | -1486430 |
Profit Factor | 1.1512 | 3.0763 | 0.5924 | 2.2986 | 2.3829 | 2.2676 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 117 | 60 | 57 | 59 | 30 | 29 |
Losing Trades | 23 | 10 | 13 | 81 | 40 | 41 |
Profitability (%) | 83.5714 | 85.7143 | 81.4286 | 42.1429 | 42.8571 | 41.4286 |
Ratio Avg Win / Avg Loss | 0.2263 | 0.5127 | 0.1351 | 3.1556 | 3.1772 | 3.2059 |
Largest Winning Trade | 88517 | 88517 | 37710 | 4129830 | 426191 | 4129830 |
Largest Losing Trade | -326312 | -50372 | -326312 | -1486430 | -260993 | -1486430 |
Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Winners | 18 | 18 | 18 | 38 | 44 | 32 |
Avg Bars in Losers | 114 | 134 | 98 | 30 | 27 | 34 |
Bars Traded | 4787 | 2428 | 2359 | 4787 | 2428 | 2359 |
Profit Streak | 21.1697 | 144.6697 | 0 | 21.1697 | 144.6697 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -350354 | -262723 | -670930 | 310827 | -163627 | -98858 |
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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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