Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566488.4363 | 1648583.6631 | -82095.2268 | 8034.4024 | 516407.2489 | -508372.8465 |
Total P&L (%) | 1566.4884 | 1648.5837 | -82.0952 | 8.0344 | 516.4072 | -508.3728 |
Avg Daily Profit (%) | 0.8606 | 0.9057 | -0.0451 | 0.0042 | 0.1 | 0 |
Buy And Hold Return (%) | 601.9186 | 601.9186 | 601.9186 | 601.9186 | 601.9186 | 601.9186 |
Max Trade Drawdown | -179239 | -180199 | -96543 | -1850089 | -1713469 | -561961 |
Profit Factor | 2.0677 | 2.8382 | 0.856 | 1.0011 | 1.109 | 0.8109 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 158 | 67 | 91 | 158 | 67 | 91 |
Losing Trades | 250 | 137 | 113 | 250 | 137 | 113 |
Profitability (%) | 38.7255 | 32.8431 | 44.6078 | 38.7255 | 32.8431 | 44.6078 |
Ratio Avg Win / Avg Loss | 3.2717 | 5.8034 | 1.063 | 1.584 | 2.2677 | 1.007 |
Largest Winning Trade | 1229709 | 1229709 | 27511 | 1113018 | 1113018 | 199153 |
Largest Losing Trade | -34905 | -34905 | -16334 | -520359 | -520359 | -153944 |
Avg Bars in Trades | 52 | 82 | 22 | 52 | 82 | 22 |
Avg Bars in Winners | 73 | 138 | 24 | 73 | 138 | 24 |
Avg Bars in Losers | 40 | 55 | 21 | 40 | 55 | 21 |
Bars Traded | 21548 | 16876 | 4672 | 21548 | 16876 | 4672 |
Profit Streak | 16.7945 | 0 | 25.4612 | 16.7946 | 0 | 25.4612 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432189 | 330207 | -579875 | -572829 | -330534 | -579875 |
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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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