Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66070.7427 | 312720.0941 | -246649.3513 | 4606437.8005 | 1603975.8816 | 3002461.919 |
Total P&L (%) | 66.0707 | 312.7201 | -246.6494 | 4606.4378 | 1603.9759 | 3002.4619 |
Avg Daily Profit (%) | 0.0264 | 0.1251 | -0.0986 | 0.1541 | 0.1135 | 0.1375 |
Buy And Hold Return (%) | 885.5177 | 885.5177 | 885.5177 | 885.5177 | 885.5177 | 885.5177 |
Max Trade Drawdown | -300664 | -68151 | -333358 | -1752131 | -612718 | -1492576 |
Profit Factor | 1.0884 | 3.3666 | 0.5989 | 2.0545 | 2.413 | 1.9287 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 133 | 67 | 66 | 79 | 40 | 39 |
Losing Trades | 27 | 13 | 14 | 81 | 40 | 41 |
Profitability (%) | 83.125 | 83.75 | 82.5 | 49.375 | 50 | 48.75 |
Ratio Avg Win / Avg Loss | 0.221 | 0.6532 | 0.127 | 2.1066 | 2.413 | 2.0276 |
Largest Winning Trade | 69120 | 69120 | 42376 | 4086123 | 1014839 | 4086123 |
Largest Losing Trade | -300664 | -50948 | -300664 | -1492576 | -186872 | -1492576 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 15 | 15 | 14 | 28 | 31 | 25 |
Avg Bars in Losers | 98 | 125 | 73 | 30 | 34 | 25 |
Bars Traded | 4689 | 2672 | 2017 | 4689 | 2672 | 2017 |
Profit Streak | 10.6656 | 94.6656 | 0 | 10.6656 | 94.6656 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -442029 | -201618 | -595548 | 427463 | -62629 | -27880 |
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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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