Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612650.1855 | 610501.9139 | 2148.2715 | 356345.4016 | 355655.1658 | 690.2358 |
Total P&L (%) | 612.6502 | 610.5019 | 2.1483 | 356.3454 | 355.6552 | 0.6902 |
Avg Daily Profit (%) | 0.3392 | 0.338 | 0.0012 | 0.0841 | 0.084 | 0.0004 |
Buy And Hold Return (%) | 247.5258 | 247.5258 | 247.5258 | 247.5258 | 247.5258 | 247.5258 |
Max Trade Drawdown | -158195 | -152950 | -27757 | -2650347 | -2576783 | -287619 |
Profit Factor | 1.6061 | 1.719 | 1.0133 | 1.0393 | 1.0451 | 1.0006 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Losing Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Profitability (%) | 56.7766 | 59.5588 | 54.0146 | 56.7766 | 59.5588 | 54.0146 |
Ratio Avg Win / Avg Loss | 1.2227 | 1.1672 | 0.8627 | 0.7912 | 0.7096 | 0.8519 |
Largest Winning Trade | 158697 | 158697 | 10836 | 697826 | 697826 | 145793 |
Largest Losing Trade | -79595 | -79595 | -15338 | -2164709 | -2164709 | -108844 |
Avg Bars in Trades | 78 | 153 | 2 | 78 | 153 | 2 |
Avg Bars in Winners | 57 | 108 | 2 | 57 | 108 | 2 |
Avg Bars in Losers | 104 | 220 | 3 | 104 | 220 | 3 |
Bars Traded | 21332 | 20937 | 395 | 21332 | 20937 | 395 |
Profit Streak | 9.5938 | 30.3438 | 9.5938 | 9.5938 | 30.3438 | 9.5938 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390587 | 346767 | -563303 | -285199 | -281227 | -578348 |
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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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