Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11099.2333 | 306783.4394 | -295684.2061 | 5272332.934 | 1050230.3513 | 4222102.5826 |
Total P&L (%) | 11.0992 | 306.7834 | -295.6842 | 5272.3329 | 1050.2304 | 4222.1026 |
Avg Daily Profit (%) | 0.0044 | 0.1227 | -0.1182 | 0.1594 | 0.0977 | 0.1507 |
Buy And Hold Return (%) | 921.3948 | 921.3948 | 921.3948 | 921.3948 | 921.3948 | 921.3948 |
Max Trade Drawdown | -367572 | -51208 | -368428 | -1695722 | -996782 | -1468977 |
Profit Factor | 1.0144 | 2.8279 | 0.5104 | 2.1387 | 1.5994 | 2.4669 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 101 | 51 | 50 | 63 | 29 | 34 |
Losing Trades | 34 | 16 | 18 | 72 | 38 | 34 |
Profitability (%) | 74.8148 | 76.1194 | 73.5294 | 46.6667 | 43.2836 | 50 |
Ratio Avg Win / Avg Loss | 0.3415 | 0.8872 | 0.1838 | 2.4442 | 2.0958 | 2.4669 |
Largest Winning Trade | 89700 | 89700 | 37710 | 4818159 | 414660 | 4818159 |
Largest Losing Trade | -360996 | -51208 | -360996 | -1468977 | -480379 | -1468977 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 22 | 21 | 23 | 40 | 45 | 35 |
Avg Bars in Losers | 75 | 86 | 66 | 31 | 29 | 33 |
Bars Traded | 4808 | 2459 | 2349 | 4808 | 2459 | 2349 |
Profit Streak | 22.7371 | 145.7371 | 22.7371 | 22.7371 | 145.7371 | 22.7371 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -553681 | -304262 | -685868 | 413150 | -299485 | -97527 |
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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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