Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721848.5631 | 1855212.472 | -133363.9088 | 275375.5628 | 18062754.1414 | -17787378.5786 |
Total P&L (%) | 1721.8486 | 1855.2125 | -133.3639 | 275.3756 | 18062.7541 | -17787.3786 |
Avg Daily Profit (%) | 0.9419 | 1.0149 | -0.073 | 0.0724 | 0.285 | 0 |
Buy And Hold Return (%) | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 |
Max Trade Drawdown | -210054 | -127921 | -274344 | -21799794 | -8974473 | -18800508 |
Profit Factor | 2.0024 | 3.2124 | 0.8483 | 1.0068 | 2.0063 | 0.214 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Losing Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Profitability (%) | 45.5927 | 46.0606 | 45.122 | 45.5927 | 46.0606 | 45.122 |
Ratio Avg Win / Avg Loss | 2.3895 | 3.7619 | 1.0317 | 1.2014 | 2.3495 | 0.2603 |
Largest Winning Trade | 947761 | 947761 | 62878 | 19922898 | 19922898 | 348936 |
Largest Losing Trade | -67239 | -50372 | -67239 | -13227549 | -4861371 | -13227549 |
Avg Bars in Trades | 65 | 77 | 54 | 65 | 77 | 54 |
Avg Bars in Winners | 85 | 105 | 65 | 85 | 105 | 65 |
Avg Bars in Losers | 48 | 53 | 44 | 48 | 53 | 44 |
Bars Traded | 21605 | 12740 | 8865 | 21605 | 12740 | 8865 |
Profit Streak | 274.9302 | 275.2635 | 0 | 274.9302 | 275.2635 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148088 | -146919 | -580704 | -474535 | 302696 | -582371 |
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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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