Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474735.6841 | 1340166.0627 | 134569.6214 | 9566816.1528 | 2740453.2694 | 6826362.8834 |
Total P&L (%) | 1474.7357 | 1340.1661 | 134.5696 | 9566.8162 | 2740.4533 | 6826.3629 |
Avg Daily Profit (%) | 0.8138 | 0.7395 | 0.0743 | 0.2526 | 0.1848 | 0.2341 |
Buy And Hold Return (%) | 489.9986 | 489.9986 | 489.9986 | 489.9986 | 489.9986 | 489.9986 |
Max Trade Drawdown | -139256 | -143152 | -30982 | -15251956 | -14396530 | -3602688 |
Profit Factor | 2.6033 | 2.896 | 1.6319 | 1.1347 | 1.0499 | 1.423 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 178 | 81 | 97 | 178 | 81 | 97 |
Losing Trades | 117 | 66 | 51 | 117 | 66 | 51 |
Profitability (%) | 60.339 | 55.102 | 65.5405 | 60.339 | 55.102 | 65.5405 |
Ratio Avg Win / Avg Loss | 1.7112 | 2.3597 | 0.858 | 0.7459 | 0.8555 | 0.7482 |
Largest Winning Trade | 725675 | 725675 | 12768 | 7145835 | 7145835 | 1087352 |
Largest Losing Trade | -50241 | -50241 | -17025 | -6378247 | -6378247 | -1729882 |
Avg Bars in Trades | 71 | 131 | 12 | 71 | 131 | 12 |
Avg Bars in Winners | 67 | 133 | 11 | 67 | 133 | 11 |
Avg Bars in Losers | 78 | 127 | 13 | 78 | 127 | 13 |
Bars Traded | 21117 | 19299 | 1819 | 21117 | 19299 | 1819 |
Profit Streak | 30.893 | 34.4764 | 30.893 | 30.893 | 34.4764 | 30.893 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 699274 | 603789 | -256133 | -61138 | -158353 | 382634 |
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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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