Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310325.3881 | 1260002.6284 | 50322.7598 | 56435570.9863 | 55116910.6773 | 1318660.309 |
Total P&L (%) | 1310.3254 | 1260.0026 | 50.3228 | 56435.571 | 55116.9107 | 1318.6603 |
Avg Daily Profit (%) | 0.5223 | 0.5023 | 0.0201 | 0.2529 | 0.252 | 0.1058 |
Buy And Hold Return (%) | 26094.2539 | 26094.2539 | 26094.2539 | 26094.2539 | 26094.2539 | 26094.2539 |
Max Trade Drawdown | -91774 | -85955 | -35459 | -10120013 | -9203892 | -5649572 |
Profit Factor | 2.2097 | 2.9572 | 1.1145 | 1.5449 | 1.9331 | 1.0296 |
Total Trades | 567 | 283 | 284 | 567 | 283 | 284 |
Winning Trades | 282 | 138 | 144 | 282 | 138 | 144 |
Losing Trades | 285 | 145 | 140 | 285 | 145 | 140 |
Profitability (%) | 49.7355 | 48.7633 | 50.7042 | 49.7355 | 48.7633 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.2332 | 3.1072 | 1.0836 | 1.5613 | 2.0311 | 1.001 |
Largest Winning Trade | 660914 | 660914 | 20308 | 10418904 | 10418904 | 3211819 |
Largest Losing Trade | -40508 | -40508 | -15644 | -5313017 | -5313017 | -2639003 |
Avg Bars in Trades | 13 | 20 | 5 | 13 | 20 | 5 |
Avg Bars in Winners | 16 | 27 | 5 | 16 | 27 | 5 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 7492 | 5799 | 1693 | 7492 | 5799 | 1693 |
Profit Streak | 0 | 37.5375 | 0 | 0 | 37.5375 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147642 | -147798 | -425100 | 306546 | 278036 | -403762 |
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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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