Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86969.6226 | 189850.8894 | -102881.2668 | 1160555.9204 | 466603.3265 | 693952.5939 |
Total P&L (%) | 86.9696 | 189.8509 | -102.8813 | 1160.5559 | 466.6033 | 693.9526 |
Avg Daily Profit (%) | 0.0699 | 0.1525 | -0.0827 | 0.2038 | 0.1395 | 0.1666 |
Buy And Hold Return (%) | 13.5511 | 13.5511 | 13.5511 | 13.5511 | 13.5511 | 13.5511 |
Max Trade Drawdown | -202350 | -49552 | -244330 | -668093 | -592259 | -590125 |
Profit Factor | 1.1233 | 2.0384 | 0.803 | 1.3606 | 1.3515 | 1.3669 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 157 | 78 | 79 | 139 | 69 | 70 |
Losing Trades | 31 | 16 | 15 | 49 | 25 | 24 |
Profitability (%) | 83.5106 | 82.9787 | 84.0426 | 73.9362 | 73.4043 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.2218 | 0.4181 | 0.1525 | 0.4796 | 0.4897 | 0.4687 |
Largest Winning Trade | 17935 | 17935 | 14867 | 779881 | 84987 | 779881 |
Largest Losing Trade | -202350 | -49552 | -202350 | -592259 | -592259 | -338215 |
Avg Bars in Trades | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Winners | 9 | 7 | 11 | 12 | 9 | 15 |
Avg Bars in Losers | 66 | 55 | 77 | 37 | 31 | 43 |
Bars Traded | 3553 | 1439 | 2114 | 3553 | 1439 | 2114 |
Profit Streak | 33.7815 | 97.1148 | 33.7815 | 33.7815 | 97.1148 | 33.7815 |
Trades During Streak | 11 | 11 | 5 | 11 | 11 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179067 | 518090 | -574708 | 465707 | -3206 | 415349 |
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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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