Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193671.6803 | 376118.2195 | -182446.5392 | 9991156.4705 | 2561291.2399 | 7429865.2306 |
Total P&L (%) | 193.6717 | 376.1182 | -182.4465 | 9991.1565 | 2561.2912 | 7429.8652 |
Avg Daily Profit (%) | 0.0774 | 0.1504 | -0.0729 | 0.1847 | 0.1313 | 0.1729 |
Buy And Hold Return (%) | 827.3182 | 827.3182 | 827.3182 | 827.3182 | 827.3182 | 827.3182 |
Max Trade Drawdown | -308975 | -64707 | -308522 | -3823647 | -1562823 | -3692002 |
Profit Factor | 1.2894 | 3.8605 | 0.6607 | 2.1435 | 2.0925 | 2.1622 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 97 | 50 | 47 | 57 | 27 | 30 |
Losing Trades | 21 | 9 | 12 | 61 | 32 | 29 |
Profitability (%) | 82.2034 | 84.7458 | 79.661 | 48.3051 | 45.7627 | 50.8475 |
Ratio Avg Win / Avg Loss | 0.2792 | 0.6949 | 0.1687 | 2.2939 | 2.48 | 2.0902 |
Largest Winning Trade | 87631 | 87631 | 38843 | 9498949 | 1986384 | 9498949 |
Largest Losing Trade | -307392 | -50219 | -307392 | -3692002 | -657995 | -3692002 |
Avg Bars in Trades | 39 | 45 | 34 | 39 | 45 | 34 |
Avg Bars in Winners | 25 | 26 | 24 | 37 | 45 | 29 |
Avg Bars in Losers | 105 | 148 | 73 | 42 | 44 | 39 |
Bars Traded | 4689 | 2663 | 2026 | 4689 | 2663 | 2026 |
Profit Streak | 20.6984 | 104.6984 | 0 | 20.6984 | 104.6984 | 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 | -251733 | -325335 | -753613 | 438874 | -193319 | -164650 |
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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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