Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50199.018 | 311615.4654 | -261416.4475 | 5164500.3614 | 1473535.3863 | 3690964.9752 |
Total P&L (%) | 50.199 | 311.6155 | -261.4164 | 5164.5004 | 1473.5354 | 3690.965 |
Avg Daily Profit (%) | 0.0201 | 0.1246 | -0.1045 | 0.1586 | 0.1103 | 0.1455 |
Buy And Hold Return (%) | 913.6461 | 913.6461 | 913.6461 | 913.6461 | 913.6461 | 913.6461 |
Max Trade Drawdown | -338686 | -47560 | -341571 | -1360406 | -575957 | -1108341 |
Profit Factor | 1.0639 | 3.2046 | 0.5941 | 2.5913 | 2.5746 | 2.5981 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 144 | 74 | 70 | 84 | 43 | 41 |
Losing Trades | 32 | 14 | 18 | 92 | 45 | 47 |
Profitability (%) | 81.8182 | 84.0909 | 79.5455 | 47.7273 | 48.8636 | 46.5909 |
Ratio Avg Win / Avg Loss | 0.2364 | 0.6063 | 0.1528 | 2.8381 | 2.6944 | 2.9783 |
Largest Winning Trade | 67208 | 67208 | 42376 | 3827426 | 382483 | 3827426 |
Largest Losing Trade | -338686 | -47560 | -338686 | -1033244 | -177483 | -1033244 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 14 | 14 | 14 | 30 | 36 | 23 |
Avg Bars in Losers | 79 | 109 | 56 | 23 | 24 | 23 |
Bars Traded | 4689 | 2637 | 2052 | 4689 | 2637 | 2052 |
Profit Streak | 15.6672 | 112.6672 | 0 | 15.6672 | 112.6672 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -477583 | -182980 | -576711 | 454452 | -48828 | 107681 |
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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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