Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588657.5148 | 567043.8112 | 21613.7035 | 438994.9179 | 839751.0537 | -400756.1358 |
Total P&L (%) | 588.6575 | 567.0438 | 21.6137 | 438.9949 | 839.7511 | -400.7561 |
Avg Daily Profit (%) | 0.2706 | 0.2607 | 0.0099 | 0.0775 | 0.103 | 0 |
Buy And Hold Return (%) | 187.2642 | 187.2642 | 187.2642 | 187.2642 | 187.2642 | 187.2642 |
Max Trade Drawdown | -176945 | -155604 | -112480 | -19299712 | -18265254 | -3886003 |
Profit Factor | 1.6963 | 2.0369 | 1.0724 | 1.0101 | 1.0255 | 0.9624 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Profitability (%) | 77.169 | 80.7339 | 73.6364 | 77.169 | 80.7339 | 73.6364 |
Ratio Avg Win / Avg Loss | 0.5019 | 0.4861 | 0.3839 | 0.2988 | 0.2447 | 0.3446 |
Largest Winning Trade | 45891 | 45891 | 12586 | 4515599 | 4515599 | 1606827 |
Largest Losing Trade | -80958 | -73420 | -80958 | -11670160 | -11670160 | -2906211 |
Avg Bars in Trades | 55 | 106 | 6 | 55 | 106 | 6 |
Avg Bars in Winners | 23 | 42 | 3 | 23 | 42 | 3 |
Avg Bars in Losers | 164 | 372 | 13 | 164 | 372 | 13 |
Bars Traded | 12245 | 11565 | 680 | 12245 | 11565 | 680 |
Profit Streak | 86.0535 | 89.8868 | 86.0535 | 86.0535 | 89.8868 | 86.0535 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441285 | 429896 | -483189 | -299062 | -245542 | -576056 |
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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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