Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781519.2307 | 962717.3408 | -181198.1101 | -93534.2455 | 12306677.2235 | -12400211.469 |
Total P&L (%) | 781.5192 | 962.7173 | -181.1981 | -93.5342 | 12306.6772 | -12400.2115 |
Avg Daily Profit (%) | 0.3459 | 0.4261 | -0.0802 | -0.1211 | 0.2136 | 0 |
Buy And Hold Return (%) | 6658.6078 | 6658.6078 | 6658.6078 | 6658.6078 | 6658.6078 | 6658.6078 |
Max Trade Drawdown | -269577 | -116452 | -278545 | -13104750 | -1185110 | -13470325 |
Profit Factor | 1.4824 | 2.4822 | 0.8133 | 0.9952 | 4.9883 | 0.2408 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 178 | 86 | 92 | 178 | 86 | 92 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 49.8599 | 48.0447 | 51.6854 | 49.8599 | 48.0447 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.4907 | 2.6842 | 0.7603 | 1.0008 | 5.3944 | 0.2251 |
Largest Winning Trade | 436943 | 436943 | 35112 | 8252485 | 8252485 | 1039029 |
Largest Losing Trade | -92482 | -42892 | -92482 | -8236064 | -400634 | -8236064 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 13528 | 6770 | 6759 | 13528 | 6770 | 6759 |
Profit Streak | 9.8457 | 41.3457 | 0 | 9.8457 | 41.3457 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152818 | -150030 | -580182 | -576635 | 327095 | -580182 |
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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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