Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212604.4789 | 370076.5024 | -157472.0235 | 15690254.7448 | 411979.1128 | 15278275.632 |
Total P&L (%) | 212.6045 | 370.0765 | -157.472 | 15690.2547 | 411.9791 | 15278.2756 |
Avg Daily Profit (%) | 0.085 | 0.148 | -0.063 | 0.2026 | 0.0653 | 0.2016 |
Buy And Hold Return (%) | 976.1586 | 976.1586 | 976.1586 | 976.1586 | 976.1586 | 976.1586 |
Max Trade Drawdown | -272485 | -47832 | -274514 | -7851483 | -3979068 | -4024821 |
Profit Factor | 1.3412 | 4.1662 | 0.6889 | 2.2283 | 1.0825 | 2.9632 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 96 | 49 | 47 | 48 | 23 | 25 |
Losing Trades | 20 | 9 | 11 | 68 | 35 | 33 |
Profitability (%) | 82.7586 | 84.4828 | 81.0345 | 41.3793 | 39.6552 | 43.1034 |
Ratio Avg Win / Avg Loss | 0.2794 | 0.7652 | 0.1612 | 3.1568 | 1.6473 | 3.9114 |
Largest Winning Trade | 87631 | 87631 | 35265 | 20002855 | 1601255 | 20002855 |
Largest Losing Trade | -272485 | -46316 | -272485 | -3035748 | -1469285 | -3035748 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 26 | 28 | 24 | 44 | 54 | 34 |
Avg Bars in Losers | 107 | 143 | 77 | 37 | 40 | 35 |
Bars Traded | 4691 | 2671 | 2020 | 4691 | 2671 | 2020 |
Profit Streak | 12.3325 | 101.3325 | 0 | 12.3325 | 101.3325 | 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 | -241187 | -331178 | -756843 | 355499 | -583053 | -169027 |
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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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