Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330106.0199 | 1379089.4383 | -48983.4183 | 1950833.9956 | 39092518.9227 | -37141684.9272 |
Total P&L (%) | 1330.106 | 1379.0894 | -48.9834 | 1950.834 | 39092.5189 | -37141.6849 |
Avg Daily Profit (%) | 0.7276 | 0.7544 | -0.0268 | 0.1654 | 0.3272 | 0 |
Buy And Hold Return (%) | 7110.3093 | 7110.3093 | 7110.3093 | 7110.3093 | 7110.3093 | 7110.3093 |
Max Trade Drawdown | -269471 | -182672 | -202320 | -42787290 | -16778670 | -38931643 |
Profit Factor | 1.7549 | 2.5196 | 0.9427 | 1.0167 | 1.8608 | 0.4785 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Losing Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Profitability (%) | 47.3373 | 48.5207 | 46.1538 | 47.3373 | 48.5207 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9524 | 2.6732 | 1.0998 | 1.1311 | 1.9743 | 0.5583 |
Largest Winning Trade | 482193 | 482193 | 58191 | 22459050 | 22459050 | 7739978 |
Largest Losing Trade | -65393 | -45086 | -65393 | -21319661 | -4208842 | -21319661 |
Avg Bars in Trades | 64 | 75 | 52 | 64 | 75 | 52 |
Avg Bars in Winners | 76 | 94 | 57 | 76 | 94 | 57 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 21697 | 12818 | 8878 | 21697 | 12818 | 8878 |
Profit Streak | 270.1023 | 270.6023 | 270.1023 | 270.1023 | 270.6023 | 270.1023 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147820 | -147474 | -579688 | -358082 | 445647 | -581355 |
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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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