Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593466.9011 | 546384.7883 | 47082.1128 | 282705.9803 | -3236491.979 | 3519197.9594 |
Total P&L (%) | 593.4669 | 546.3848 | 47.0821 | 282.706 | -3236.492 | 3519.198 |
Avg Daily Profit (%) | 0.2849 | 0.2623 | 0.0226 | 0.0644 | 0 | 0.1724 |
Buy And Hold Return (%) | 96.2818 | 96.2818 | 96.2818 | 96.2818 | 96.2818 | 96.2818 |
Max Trade Drawdown | -181119 | -174425 | -44529 | -23574772 | -24020951 | -1644968 |
Profit Factor | 1.5711 | 1.6586 | 1.2246 | 1.0063 | 0.9199 | 1.7767 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 213 | 111 | 102 | 213 | 111 | 102 |
Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Profitability (%) | 73.1959 | 76.5517 | 69.863 | 73.1959 | 76.5517 | 69.863 |
Ratio Avg Win / Avg Loss | 0.5753 | 0.508 | 0.5283 | 0.3685 | 0.2818 | 0.7664 |
Largest Winning Trade | 61087 | 61087 | 22007 | 4966710 | 4966710 | 1466557 |
Largest Losing Trade | -87194 | -87194 | -37674 | -11388911 | -11388911 | -1375225 |
Avg Bars in Trades | 85 | 166 | 3 | 85 | 166 | 3 |
Avg Bars in Winners | 35 | 65 | 2 | 35 | 65 | 2 |
Avg Bars in Losers | 221 | 499 | 7 | 221 | 499 | 7 |
Bars Traded | 24770 | 24195 | 575 | 24770 | 24195 | 575 |
Profit Streak | 2.085 | 2.335 | 2.085 | 2.085 | 2.335 | 2.085 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419496 | 370975 | -329348 | -321951 | -578523 | 343466 |
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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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