Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67271.5077 | 315369.2201 | -248097.7124 | 4152987.3499 | 1502501.1695 | 2650486.1804 |
Total P&L (%) | 67.2715 | 315.3692 | -248.0977 | 4152.9874 | 1502.5012 | 2650.4862 |
Avg Daily Profit (%) | 0.0269 | 0.1261 | -0.0992 | 0.1501 | 0.111 | 0.1326 |
Buy And Hold Return (%) | 857.702 | 857.702 | 857.702 | 857.702 | 857.702 | 857.702 |
Max Trade Drawdown | -297000 | -50372 | -328368 | -1048376 | -458036 | -1011199 |
Profit Factor | 1.0824 | 2.8259 | 0.6148 | 2.5519 | 2.9005 | 2.4057 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 142 | 73 | 69 | 80 | 42 | 38 |
Losing Trades | 30 | 13 | 17 | 92 | 44 | 48 |
Profitability (%) | 82.5581 | 84.8837 | 80.2326 | 46.5116 | 48.8372 | 44.186 |
Ratio Avg Win / Avg Loss | 0.2287 | 0.5032 | 0.1515 | 2.9347 | 3.0386 | 3.0388 |
Largest Winning Trade | 67208 | 67208 | 22863 | 2620979 | 340064 | 2620979 |
Largest Losing Trade | -297000 | -50372 | -297000 | -1008749 | -174799 | -1008749 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 14 | 13 | 15 | 34 | 41 | 27 |
Avg Bars in Losers | 88 | 120 | 63 | 21 | 18 | 23 |
Bars Traded | 4702 | 2553 | 2149 | 4702 | 2553 | 2149 |
Profit Streak | 10.2907 | 428.7907 | 10.2907 | 10.2907 | 308.7907 | 10.2907 |
Trades During Streak | 3 | 14 | 1 | 3 | 11 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -447182 | -181690 | -575978 | 445069 | -46379 | -15640 |
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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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