Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70249.1129 | 308913.3241 | -238664.2112 | 5409580.0997 | 1463353.4906 | 3946226.6092 |
Total P&L (%) | 70.2491 | 308.9133 | -238.6642 | 5409.5801 | 1463.3535 | 3946.2266 |
Avg Daily Profit (%) | 0.0281 | 0.1235 | -0.0954 | 0.1605 | 0.11 | 0.1481 |
Buy And Hold Return (%) | 828.2213 | 828.2213 | 828.2213 | 828.2213 | 828.2213 | 828.2213 |
Max Trade Drawdown | -302825 | -60902 | -328090 | -2101914 | -844099 | -1747281 |
Profit Factor | 1.0959 | 3.4272 | 0.6055 | 2.0921 | 2.0838 | 2.0952 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 140 | 69 | 71 | 84 | 42 | 42 |
Losing Trades | 30 | 16 | 14 | 86 | 43 | 43 |
Profitability (%) | 82.3529 | 81.1765 | 83.5294 | 49.4118 | 49.4118 | 49.4118 |
Ratio Avg Win / Avg Loss | 0.2348 | 0.7947 | 0.1194 | 2.1419 | 2.1334 | 2.1451 |
Largest Winning Trade | 75015 | 75015 | 23771 | 5143075 | 1146360 | 5143075 |
Largest Losing Trade | -299936 | -50377 | -299936 | -1747281 | -262015 | -1747281 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 15 | 17 | 14 | 27 | 33 | 21 |
Avg Bars in Losers | 82 | 94 | 68 | 27 | 30 | 25 |
Bars Traded | 4685 | 2688 | 1996 | 4685 | 2688 | 1996 |
Profit Streak | 20.9754 | 102.4754 | 0 | 20.9754 | 102.4754 | 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 | -431672 | -184659 | -576317 | 462853 | -49267 | 260429 |
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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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