Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165537.442 | 340202.3795 | -174664.9375 | 4461310.9215 | 563397.1071 | 3897913.8144 |
Total P&L (%) | 165.5374 | 340.2024 | -174.6649 | 4461.3109 | 563.3971 | 3897.9138 |
Avg Daily Profit (%) | 0.0662 | 0.1361 | -0.0699 | 0.1529 | 0.0757 | 0.1476 |
Buy And Hold Return (%) | 876.9895 | 876.9895 | 876.9895 | 876.9895 | 876.9895 | 876.9895 |
Max Trade Drawdown | -296194 | -61396 | -301022 | -2279503 | -923072 | -1580743 |
Profit Factor | 1.2351 | 3.5346 | 0.6934 | 1.9398 | 1.3899 | 2.1803 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 178 | 91 | 87 | 96 | 48 | 48 |
Losing Trades | 24 | 10 | 14 | 106 | 53 | 53 |
Profitability (%) | 88.1188 | 90.099 | 86.1386 | 47.5248 | 47.5248 | 47.5248 |
Ratio Avg Win / Avg Loss | 0.1665 | 0.3884 | 0.1116 | 2.1418 | 1.5347 | 2.4075 |
Largest Winning Trade | 69508 | 69508 | 24382 | 5645344 | 244584 | 5645344 |
Largest Losing Trade | -296194 | -50937 | -296194 | -1353919 | -233925 | -1353919 |
Avg Bars in Trades | 23 | 26 | 19 | 23 | 26 | 19 |
Avg Bars in Winners | 12 | 12 | 12 | 23 | 28 | 18 |
Avg Bars in Losers | 102 | 150 | 67 | 22 | 24 | 21 |
Bars Traded | 4684 | 2679 | 2005 | 4684 | 2679 | 2005 |
Profit Streak | 38.6302 | 90.1302 | 38.6302 | 38.6302 | 90.1302 | 38.6302 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264571 | -166520 | -575475 | 426498 | -254881 | 227759 |
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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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