Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225957.1657 | 1151892.488 | 74064.6777 | 15944988.3774 | 16291328.616 | -346340.2386 |
Total P&L (%) | 1225.9572 | 1151.8925 | 74.0647 | 15944.9884 | 16291.3286 | -346.3402 |
Avg Daily Profit (%) | 0.6002 | 0.5639 | 0.0363 | 0.2489 | 0.25 | 0 |
Buy And Hold Return (%) | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 | 2509.7015 |
Max Trade Drawdown | -131981 | -125184 | -237848 | -9315948 | -8337972 | -10325225 |
Profit Factor | 1.5209 | 1.9519 | 1.0648 | 1.1973 | 1.3737 | 0.9907 |
Total Trades | 754 | 377 | 377 | 754 | 377 | 377 |
Winning Trades | 328 | 149 | 179 | 328 | 149 | 179 |
Losing Trades | 426 | 228 | 198 | 426 | 228 | 198 |
Profitability (%) | 43.5013 | 39.5225 | 47.4801 | 43.5013 | 39.5225 | 47.4801 |
Ratio Avg Win / Avg Loss | 1.9754 | 2.9868 | 1.1778 | 1.555 | 2.102 | 1.0959 |
Largest Winning Trade | 254667 | 254667 | 64725 | 7772203 | 7772203 | 2395796 |
Largest Losing Trade | -31340 | -24686 | -31340 | -2740388 | -2557235 | -2740388 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 23 | 28 | 20 | 23 | 28 | 20 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 12211 | 6856 | 5356 | 12211 | 6856 | 5356 |
Profit Streak | 270.8056 | 272.8056 | 270.8056 | 270.8056 | 272.8056 | 270.8056 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149116 | -152334 | -458204 | 297389 | 300912 | -577809 |
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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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