Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5390.0998 | 183966.577 | -178576.4772 | 2608095.7479 | 1626569.716 | 981526.0319 |
Total P&L (%) | 5.3901 | 183.9666 | -178.5765 | 2608.0957 | 1626.5697 | 981.526 |
Avg Daily Profit (%) | 0.0044 | 0.1485 | -0.1441 | 0.2666 | 0.2302 | 0.1923 |
Buy And Hold Return (%) | 13.0541 | 13.0541 | 13.0541 | 13.0541 | 13.0541 | 13.0541 |
Max Trade Drawdown | -425804 | -38716 | -432155 | -865350 | -665034 | -884234 |
Profit Factor | 1.0057 | 1.7911 | 0.7498 | 1.5303 | 1.9589 | 1.3046 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 108 | 50 | 58 | 100 | 47 | 53 |
Losing Trades | 69 | 38 | 31 | 77 | 41 | 36 |
Profitability (%) | 61.0169 | 56.8182 | 65.1685 | 56.4972 | 53.4091 | 59.5506 |
Ratio Avg Win / Avg Loss | 0.6425 | 1.3612 | 0.4008 | 1.1783 | 1.7088 | 0.8862 |
Largest Winning Trade | 33995 | 27925 | 33995 | 726600 | 410608 | 726600 |
Largest Losing Trade | -321964 | -19303 | -321964 | -865350 | -326864 | -865350 |
Avg Bars in Trades | 82 | 39 | 124 | 82 | 39 | 124 |
Avg Bars in Winners | 70 | 38 | 97 | 75 | 37 | 108 |
Avg Bars in Losers | 101 | 40 | 175 | 91 | 41 | 148 |
Bars Traded | 14564 | 3485 | 11079 | 14564 | 3485 | 11079 |
Profit Streak | 21.3182 | 24.9848 | 21.3182 | 21.3182 | 24.9848 | 21.3182 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -564846 | 340887 | -577798 | 481652 | 489746 | 302083 |
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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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