Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2009.2399 | 293843.2519 | -291834.0119 | 5303927.6385 | 1064398.5888 | 4239529.0497 |
Total P&L (%) | 2.0092 | 293.8433 | -291.834 | 5303.9276 | 1064.3986 | 4239.5291 |
Avg Daily Profit (%) | 0.0008 | 0.1175 | -0.1167 | 0.1597 | 0.0982 | 0.1509 |
Buy And Hold Return (%) | 850.0703 | 850.0703 | 850.0703 | 850.0703 | 850.0703 | 850.0703 |
Max Trade Drawdown | -339420 | -53125 | -363049 | -1547539 | -708015 | -1060609 |
Profit Factor | 1.0024 | 2.8766 | 0.5713 | 2.49 | 1.9015 | 2.782 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 146 | 73 | 73 | 80 | 40 | 40 |
Losing Trades | 34 | 17 | 17 | 100 | 50 | 50 |
Profitability (%) | 81.1111 | 81.1111 | 81.1111 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2334 | 0.6699 | 0.133 | 3.1125 | 2.3769 | 3.4775 |
Largest Winning Trade | 68455 | 68455 | 22863 | 4598708 | 556530 | 4598708 |
Largest Losing Trade | -339420 | -46736 | -339420 | -1060609 | -256571 | -1060609 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 14 | 15 | 13 | 32 | 39 | 24 |
Avg Bars in Losers | 74 | 85 | 63 | 21 | 20 | 21 |
Bars Traded | 4691 | 2603 | 2088 | 4691 | 2603 | 2088 |
Profit Streak | 9.874 | 112.874 | 0 | 9.874 | 112.874 | 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 | -570906 | -193483 | -576539 | 419613 | -145890 | 337907 |
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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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