Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66921.6252 | 319634.5851 | -252712.9599 | 4576989.6347 | 1773039.8196 | 2803949.8151 |
Total P&L (%) | 66.9216 | 319.6346 | -252.713 | 4576.9896 | 1773.0398 | 2803.9498 |
Avg Daily Profit (%) | 0.0268 | 0.1278 | -0.1011 | 0.1539 | 0.1173 | 0.1348 |
Buy And Hold Return (%) | 853.8038 | 853.8038 | 853.8038 | 853.8038 | 853.8038 | 853.8038 |
Max Trade Drawdown | -305006 | -54881 | -343031 | -1019065 | -438122 | -895116 |
Profit Factor | 1.0824 | 2.9129 | 0.6081 | 2.7746 | 3.28 | 2.5565 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 147 | 76 | 71 | 87 | 45 | 42 |
Losing Trades | 35 | 15 | 20 | 95 | 46 | 49 |
Profitability (%) | 80.7692 | 83.5165 | 78.022 | 47.8022 | 49.4505 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.2577 | 0.5749 | 0.1713 | 3.0298 | 3.3529 | 2.9826 |
Largest Winning Trade | 68455 | 68455 | 22863 | 2571881 | 494383 | 2571881 |
Largest Losing Trade | -305006 | -51195 | -305006 | -892365 | -196210 | -892365 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 13 | 12 | 14 | 32 | 38 | 25 |
Avg Bars in Losers | 77 | 105 | 56 | 19 | 18 | 21 |
Bars Traded | 4706 | 2563 | 2143 | 4706 | 2563 | 2143 |
Profit Streak | 15.9461 | 434.4461 | 15.9461 | 15.9461 | 314.4461 | 15.9461 |
Trades During Streak | 3 | 17 | 1 | 3 | 13 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -447746 | -179330 | -576322 | 493417 | -34872 | -11578 |
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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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