Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552644.1734 | 601925.7081 | -49281.5348 | 95307.7941 | 5601320.2253 | -5506012.4312 |
Total P&L (%) | 552.6442 | 601.9257 | -49.2815 | 95.3078 | 5601.3202 | -5506.0124 |
Avg Daily Profit (%) | 0.2436 | 0.2654 | -0.0217 | 0.0295 | 0.1784 | 0 |
Buy And Hold Return (%) | 545.0295 | 545.0295 | 545.0295 | 545.0295 | 545.0295 | 545.0295 |
Max Trade Drawdown | -244562 | -149720 | -194200 | -11555278 | -6976946 | -6365809 |
Profit Factor | 1.3325 | 1.7569 | 0.9432 | 1.0031 | 1.3946 | 0.6594 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 51.8841 | 49.1329 | 54.6512 | 51.8841 | 49.1329 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.2357 | 1.8189 | 0.7826 | 0.9303 | 1.4438 | 0.5472 |
Largest Winning Trade | 156316 | 156316 | 38261 | 6260782 | 6260782 | 1472420 |
Largest Losing Trade | -47892 | -40712 | -47892 | -1568348 | -1568348 | -1562464 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 6575 | 3297 | 3278 | 6575 | 3297 | 3278 |
Profit Streak | 15.5966 | 15.5966 | 59.9299 | 15.5966 | 15.5966 | 59.9299 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149341 | -120500 | -578100 | -534575 | 337939 | -578100 |
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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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