Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372782.8768 | 559909.1908 | -187126.314 | -95002.5959 | 1747617.2361 | -1842619.832 |
Total P&L (%) | 372.7829 | 559.9092 | -187.1263 | -95.0026 | 1747.6172 | -1842.6198 |
Avg Daily Profit (%) | 0.179 | 0.2689 | -0.0899 | -0.1438 | 0.1401 | 0 |
Buy And Hold Return (%) | 101.6713 | 101.6713 | 101.6713 | 101.6713 | 101.6713 | 101.6713 |
Max Trade Drawdown | -409187 | -248974 | -237042 | -3571382 | -2552741 | -2610704 |
Profit Factor | 1.1254 | 1.3102 | 0.8397 | 0.9934 | 1.2229 | 0.7204 |
Total Trades | 1024 | 512 | 512 | 1024 | 512 | 512 |
Winning Trades | 490 | 238 | 252 | 490 | 238 | 252 |
Losing Trades | 534 | 274 | 260 | 534 | 274 | 260 |
Profitability (%) | 47.8516 | 46.4844 | 49.2188 | 47.8516 | 46.4844 | 49.2188 |
Ratio Avg Win / Avg Loss | 1.2265 | 1.5084 | 0.8663 | 1.0826 | 1.4079 | 0.7433 |
Largest Winning Trade | 348023 | 348023 | 29397 | 1501775 | 1501775 | 421791 |
Largest Losing Trade | -54165 | -54165 | -31051 | -1110446 | -544760 | -1110446 |
Avg Bars in Trades | 24 | 38 | 9 | 24 | 38 | 9 |
Avg Bars in Winners | 28 | 49 | 9 | 28 | 49 | 9 |
Avg Bars in Losers | 19 | 29 | 10 | 19 | 29 | 10 |
Bars Traded | 24864 | 19868 | 4996 | 24864 | 19868 | 4996 |
Profit Streak | 3.4812 | 3.4812 | 8.1478 | 3.4812 | 3.4812 | 8.1478 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72715 | 321941 | -578010 | -574200 | -5862 | -578010 |
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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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