Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88097.7729 | 305689.4772 | -217591.7043 | 4086252.5539 | 661449.9535 | 3424802.6004 |
Total P&L (%) | 88.0978 | 305.6895 | -217.5917 | 4086.2526 | 661.45 | 3424.8026 |
Avg Daily Profit (%) | 0.0352 | 0.1223 | -0.087 | 0.1495 | 0.0812 | 0.1426 |
Buy And Hold Return (%) | 931.8359 | 931.8359 | 931.8359 | 931.8359 | 931.8359 | 931.8359 |
Max Trade Drawdown | -271792 | -59957 | -284016 | -2385356 | -942229 | -1687115 |
Profit Factor | 1.1267 | 3.4739 | 0.6193 | 1.8492 | 1.4425 | 2.0324 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 129 | 65 | 64 | 71 | 34 | 37 |
Losing Trades | 25 | 12 | 13 | 83 | 43 | 40 |
Profitability (%) | 83.7662 | 84.4156 | 83.1169 | 46.1039 | 44.1558 | 48.0519 |
Ratio Avg Win / Avg Loss | 0.2184 | 0.6413 | 0.1258 | 2.1617 | 1.8244 | 2.1972 |
Largest Winning Trade | 67933 | 67933 | 42376 | 5507343 | 493731 | 5507343 |
Largest Losing Trade | -271792 | -47694 | -271792 | -1327607 | -247782 | -1327607 |
Avg Bars in Trades | 30 | 34 | 25 | 30 | 34 | 25 |
Avg Bars in Winners | 16 | 17 | 16 | 32 | 40 | 25 |
Avg Bars in Losers | 100 | 128 | 74 | 28 | 30 | 26 |
Bars Traded | 4684 | 2683 | 2001 | 4684 | 2683 | 2001 |
Profit Streak | 17.0752 | 94.0752 | 0 | 17.0752 | 94.0752 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -388484 | -227636 | -617988 | 301604 | -290598 | -43383 |
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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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