Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645905.0985 | 650353.6737 | -4448.5752 | 9140927.3966 | 12965767.5438 | -3824840.1472 |
Total P&L (%) | 645.9051 | 650.3537 | -4.4486 | 9140.9274 | 12965.7675 | -3824.8401 |
Avg Daily Profit (%) | 0.347 | 0.3494 | -0.0024 | 0.2435 | 0.2621 | 0 |
Buy And Hold Return (%) | 6053.0075 | 6053.0075 | 6053.0075 | 6053.0075 | 6053.0075 | 6053.0075 |
Max Trade Drawdown | -152363 | -155221 | -49336 | -10019771 | -9989920 | -4748630 |
Profit Factor | 2.1276 | 2.7135 | 0.977 | 1.2628 | 1.5305 | 0.6304 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 231 | 140 | 91 | 231 | 140 | 91 |
Losing Trades | 84 | 17 | 67 | 84 | 17 | 67 |
Profitability (%) | 73.3333 | 89.172 | 57.5949 | 73.3333 | 89.172 | 57.5949 |
Ratio Avg Win / Avg Loss | 0.7737 | 0.3295 | 0.7193 | 0.4592 | 0.1858 | 0.4641 |
Largest Winning Trade | 69906 | 69906 | 12748 | 1427536 | 1427536 | 345388 |
Largest Losing Trade | -69392 | -69392 | -14587 | -6328152 | -6328152 | -1496157 |
Avg Bars in Trades | 33 | 66 | 1 | 33 | 66 | 1 |
Avg Bars in Winners | 16 | 27 | 1 | 16 | 27 | 1 |
Avg Bars in Losers | 79 | 388 | 1 | 79 | 388 | 1 |
Bars Traded | 10625 | 10424 | 200 | 10625 | 10424 | 200 |
Profit Streak | 2.5177 | 66.5177 | 2.5177 | 2.5177 | 66.5177 | 2.5177 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151661 | -147016 | -580842 | -2 | 341975 | -580842 |
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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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