Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192149.0362 | 388294.127 | -196145.0908 | 11722876.7612 | 2197643.651 | 9525233.1102 |
Total P&L (%) | 192.149 | 388.2941 | -196.1451 | 11722.8768 | 2197.6437 | 9525.2331 |
Avg Daily Profit (%) | 0.0768 | 0.1553 | -0.0784 | 0.191 | 0.1254 | 0.1828 |
Buy And Hold Return (%) | 886.1849 | 886.1849 | 886.1849 | 886.1849 | 886.1849 | 886.1849 |
Max Trade Drawdown | -310110 | -56464 | -310110 | -4291835 | -1969062 | -2516071 |
Profit Factor | 1.2873 | 3.6745 | 0.6253 | 2.4719 | 1.7373 | 2.9113 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 85 | 42 | 43 | 47 | 23 | 24 |
Losing Trades | 17 | 9 | 8 | 55 | 28 | 27 |
Profitability (%) | 83.3333 | 82.3529 | 84.3137 | 46.0784 | 45.098 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2575 | 0.7874 | 0.1163 | 2.8926 | 2.1149 | 3.2752 |
Largest Winning Trade | 135674 | 135674 | 36689 | 11062681 | 1312913 | 11062681 |
Largest Losing Trade | -310110 | -48766 | -310110 | -2112436 | -705057 | -2112436 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 28 | 26 | 30 | 51 | 57 | 45 |
Avg Bars in Losers | 135 | 164 | 103 | 41 | 45 | 38 |
Bars Traded | 4701 | 2582 | 2119 | 4701 | 2582 | 2119 |
Profit Streak | 12.2171 | 126.2171 | 12.2171 | 12.2171 | 126.2171 | 12.2171 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251511 | -329012 | -755905 | 465508 | -206085 | -167129 |
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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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