Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598017.8141 | 576222.455 | 21795.3591 | 284670.0923 | 111917.4114 | 172752.6809 |
Total P&L (%) | 598.0178 | 576.2225 | 21.7954 | 284.6701 | 111.9174 | 172.7527 |
Avg Daily Profit (%) | 0.2746 | 0.2646 | 0.01 | 0.0619 | 0.0345 | 0.0461 |
Buy And Hold Return (%) | 157.3965 | 157.3965 | 157.3965 | 157.3965 | 157.3965 | 157.3965 |
Max Trade Drawdown | -176242 | -154825 | -122115 | -21438315 | -19024994 | -4526109 |
Profit Factor | 1.6744 | 2.0114 | 1.0687 | 1.0062 | 1.0034 | 1.014 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Losing Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Profitability (%) | 77.51 | 83.0645 | 72 | 77.51 | 83.0645 | 72 |
Ratio Avg Win / Avg Loss | 0.4858 | 0.4101 | 0.4156 | 0.292 | 0.2046 | 0.3943 |
Largest Winning Trade | 45891 | 45891 | 12586 | 4038292 | 4038292 | 1772000 |
Largest Losing Trade | -88819 | -73420 | -88819 | -12869785 | -12869785 | -3449826 |
Avg Bars in Trades | 49 | 93 | 5 | 49 | 93 | 5 |
Avg Bars in Winners | 21 | 37 | 3 | 21 | 37 | 3 |
Avg Bars in Losers | 145 | 367 | 11 | 145 | 367 | 11 |
Bars Traded | 12246 | 11565 | 681 | 12246 | 11565 | 681 |
Profit Streak | 88.2246 | 92.058 | 88.2246 | 88.2246 | 92.058 | 88.2246 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465967 | 457578 | -487944 | -327505 | -525482 | -469694 |
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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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