Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83918.1753 | 273991.9221 | -190073.7469 | 3821900.8803 | -1576005.4765 | 5397906.3567 |
Total P&L (%) | 83.9182 | 273.9919 | -190.0737 | 3821.9009 | -1576.0055 | 5397.9064 |
Avg Daily Profit (%) | 0.0336 | 0.1096 | -0.076 | 0.1468 | 0 | 0.1604 |
Buy And Hold Return (%) | 857.4434 | 857.4434 | 857.4434 | 857.4434 | 857.4434 | 857.4434 |
Max Trade Drawdown | -221549 | -41977 | -263240 | -3849372 | -2038657 | -1937627 |
Profit Factor | 1.1349 | 3.1095 | 0.614 | 1.7184 | 0.3797 | 2.9422 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 59 | 29 | 30 | 43 | 22 | 21 |
Losing Trades | 37 | 19 | 18 | 53 | 26 | 27 |
Profitability (%) | 61.4583 | 60.4167 | 62.5 | 44.7917 | 45.8333 | 43.75 |
Ratio Avg Win / Avg Loss | 0.7117 | 2.0373 | 0.3684 | 2.118 | 0.4488 | 3.7829 |
Largest Winning Trade | 66674 | 66674 | 33417 | 7416823 | 134375 | 7416823 |
Largest Losing Trade | -217614 | -35639 | -217614 | -768538 | -630071 | -768538 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 34 | 34 | 34 | 46 | 32 | 61 |
Avg Bars in Losers | 68 | 69 | 67 | 47 | 61 | 35 |
Bars Traded | 4554 | 2314 | 2240 | 4554 | 2314 | 2240 |
Profit Streak | 79.1749 | 324.6749 | 0 | 79.1749 | 303.6749 | 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 | -385384 | -203758 | -579068 | 130787 | -581342 | 378216 |
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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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