Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101471.9473 | 320991.5215 | -219519.5742 | 5594094.7504 | 1548877.9177 | 4045216.8327 |
Total P&L (%) | 101.4719 | 320.9915 | -219.5196 | 5594.0948 | 1548.8779 | 4045.2168 |
Avg Daily Profit (%) | 0.0406 | 0.1283 | -0.0878 | 0.1617 | 0.1121 | 0.149 |
Buy And Hold Return (%) | 881.7984 | 881.7984 | 881.7984 | 881.7984 | 881.7984 | 881.7984 |
Max Trade Drawdown | -273819 | -63181 | -294107 | -2213958 | -951406 | -1805797 |
Profit Factor | 1.1377 | 3.3388 | 0.6341 | 2.0542 | 1.94 | 2.1057 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 141 | 71 | 70 | 81 | 40 | 41 |
Losing Trades | 25 | 12 | 13 | 85 | 43 | 42 |
Profitability (%) | 84.9398 | 85.5422 | 84.3373 | 48.7952 | 48.1928 | 49.3976 |
Ratio Avg Win / Avg Loss | 0.2017 | 0.5643 | 0.1178 | 2.1557 | 2.0855 | 2.1571 |
Largest Winning Trade | 64006 | 64006 | 42376 | 5185368 | 1119107 | 5185368 |
Largest Losing Trade | -273819 | -47458 | -273819 | -1805797 | -362746 | -1805797 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 16 | 17 | 14 | 28 | 33 | 24 |
Avg Bars in Losers | 96 | 116 | 77 | 27 | 30 | 24 |
Bars Traded | 4689 | 2662 | 2027 | 4689 | 2662 | 2027 |
Profit Streak | 15.0253 | 103.0253 | 0 | 15.0253 | 103.0253 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -368884 | -177966 | -576243 | 447961 | -47241 | 300124 |
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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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