Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22747.3277 | 307219.1578 | -284471.8302 | 6106587.4217 | 1678281.4581 | 4428305.9636 |
Total P&L (%) | 22.7473 | 307.2192 | -284.4718 | 6106.5874 | 1678.2815 | 4428.306 |
Avg Daily Profit (%) | 0.0091 | 0.1228 | -0.1137 | 0.1652 | 0.1152 | 0.1526 |
Buy And Hold Return (%) | 889.9425 | 889.9425 | 889.9425 | 889.9425 | 889.9425 | 889.9425 |
Max Trade Drawdown | -339181 | -48475 | -360774 | -1558452 | -689399 | -1218144 |
Profit Factor | 1.0281 | 3.0739 | 0.5707 | 2.7104 | 2.6271 | 2.7442 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 137 | 69 | 68 | 73 | 37 | 36 |
Losing Trades | 27 | 13 | 14 | 91 | 45 | 46 |
Profitability (%) | 83.5366 | 84.1463 | 82.9268 | 44.5122 | 45.122 | 43.9024 |
Ratio Avg Win / Avg Loss | 0.2026 | 0.5791 | 0.1175 | 3.3787 | 3.1951 | 3.5065 |
Largest Winning Trade | 67208 | 67208 | 42376 | 4564634 | 639193 | 4564634 |
Largest Losing Trade | -339181 | -48329 | -339181 | -1218144 | -212992 | -1218144 |
Avg Bars in Trades | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Winners | 16 | 18 | 14 | 34 | 39 | 28 |
Avg Bars in Losers | 89 | 105 | 75 | 24 | 25 | 22 |
Bars Traded | 4690 | 2633 | 2057 | 4690 | 2633 | 2057 |
Profit Streak | 15.5135 | 430.5135 | 0 | 15.5135 | 310.5135 | 0 |
Trades During Streak | 1 | 15 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -531562 | -190060 | -580507 | 446542 | -46358 | 178648 |
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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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