Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141534.7497 | 312929.0069 | -171394.2572 | 4409793.8637 | 677902.2315 | 3731891.6322 |
Total P&L (%) | 141.5348 | 312.929 | -171.3943 | 4409.7939 | 677.9022 | 3731.8916 |
Avg Daily Profit (%) | 0.0566 | 0.1251 | -0.0685 | 0.1523 | 0.082 | 0.1458 |
Buy And Hold Return (%) | 837.5142 | 837.5142 | 837.5142 | 837.5142 | 837.5142 | 837.5142 |
Max Trade Drawdown | -266106 | -60286 | -273483 | -2642631 | -1059277 | -1707026 |
Profit Factor | 1.2266 | 3.4396 | 0.6548 | 1.885 | 1.4231 | 2.1038 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 111 | 56 | 55 | 63 | 32 | 31 |
Losing Trades | 23 | 11 | 12 | 71 | 35 | 36 |
Profitability (%) | 82.8358 | 83.5821 | 82.0896 | 47.0149 | 47.7612 | 46.2687 |
Ratio Avg Win / Avg Loss | 0.2542 | 0.6756 | 0.1429 | 2.1243 | 1.5566 | 2.4431 |
Largest Winning Trade | 63158 | 63158 | 24588 | 5681128 | 502976 | 5681128 |
Largest Losing Trade | -266106 | -47694 | -266106 | -1474864 | -405780 | -1474864 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 20 | 19 | 20 | 36 | 43 | 29 |
Avg Bars in Losers | 108 | 143 | 75 | 34 | 37 | 31 |
Bars Traded | 4734 | 2682 | 2052 | 4734 | 2682 | 2052 |
Profit Streak | 28.8421 | 105.3421 | 28.8421 | 28.8421 | 105.3421 | 28.8421 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278927 | -299070 | -692826 | 385617 | -363289 | -113639 |
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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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