Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150456.5733 | 312028.5712 | -161571.9979 | 6772837.657 | -3092130.3384 | 9864967.9954 |
Total P&L (%) | 150.4566 | 312.0286 | -161.572 | 6772.8377 | -3092.1303 | 9864.968 |
Avg Daily Profit (%) | 0.0602 | 0.1248 | -0.0646 | 0.1693 | 0 | 0.1842 |
Buy And Hold Return (%) | 808.441 | 808.441 | 808.441 | 808.441 | 808.441 | 808.441 |
Max Trade Drawdown | -221064 | -43634 | -247931 | -6631646 | -3668537 | -3076943 |
Profit Factor | 1.2407 | 3.3785 | 0.6728 | 1.6923 | 0.3746 | 3.0385 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 67 | 34 | 33 | 49 | 26 | 23 |
Losing Trades | 37 | 18 | 19 | 55 | 26 | 29 |
Profitability (%) | 64.4231 | 65.3846 | 63.4615 | 47.1154 | 50 | 44.2308 |
Ratio Avg Win / Avg Loss | 0.6852 | 1.7886 | 0.3874 | 1.8995 | 0.3746 | 3.8312 |
Largest Winning Trade | 66674 | 66674 | 36777 | 13133546 | 329535 | 13133546 |
Largest Losing Trade | -217614 | -35639 | -217614 | -1115716 | -1115716 | -1039063 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 36 | 41 | 30 | 51 | 45 | 57 |
Avg Bars in Losers | 57 | 49 | 65 | 37 | 43 | 31 |
Bars Traded | 4557 | 2310 | 2247 | 4557 | 2310 | 2247 |
Profit Streak | 90.7292 | 336.2292 | 0 | 90.7292 | 315.2292 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277611 | -362491 | -759088 | 385025 | -759866 | -168592 |
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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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