Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586464.0759 | 1624930.4159 | -38466.3399 | -24709.1569 | 177427.8706 | -202137.0275 |
Total P&L (%) | 1586.4641 | 1624.9304 | -38.4663 | -24.7092 | 177.4279 | -202.137 |
Avg Daily Profit (%) | 0.8553 | 0.8761 | -0.0207 | -0.0153 | 0.055 | 0 |
Buy And Hold Return (%) | 58.7537 | 58.7537 | 58.7537 | 58.7537 | 58.7537 | 58.7537 |
Max Trade Drawdown | -262106 | -232606 | -69821 | -3440652 | -3239750 | -588324 |
Profit Factor | 2.6246 | 3.4086 | 0.8726 | 0.997 | 1.0294 | 0.9068 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 46.2121 | 42.4242 | 50 | 46.2121 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 3.0549 | 4.626 | 0.8726 | 1.1604 | 1.397 | 0.9068 |
Largest Winning Trade | 1648153 | 1648153 | 27290 | 1711836 | 1711836 | 208604 |
Largest Losing Trade | -47110 | -47110 | -21732 | -928206 | -928206 | -219214 |
Avg Bars in Trades | 82 | 142 | 22 | 82 | 142 | 22 |
Avg Bars in Winners | 90 | 170 | 22 | 90 | 170 | 22 |
Avg Bars in Losers | 75 | 122 | 22 | 75 | 122 | 22 |
Bars Traded | 21768 | 18818 | 2950 | 21768 | 18818 | 2950 |
Profit Streak | 31.1556 | 31.1556 | 52.239 | 31.1556 | 31.1556 | 52.239 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705132 | 617062 | -579293 | -577743 | -313321 | -579293 |
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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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