Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689394.1006 | 635264.0277 | 54130.0728 | 962603.685 | -130138.4869 | 1092742.1718 |
Total P&L (%) | 689.3941 | 635.264 | 54.1301 | 962.6037 | -130.1385 | 1092.7422 |
Avg Daily Profit (%) | 0.3117 | 0.2872 | 0.0245 | 0.1069 | 0 | 0.1121 |
Buy And Hold Return (%) | 253.6166 | 253.6166 | 253.6166 | 253.6166 | 253.6166 | 253.6166 |
Max Trade Drawdown | -185414 | -95451 | -179601 | -6292918 | -4580390 | -2720890 |
Profit Factor | 1.1367 | 1.2699 | 1.0201 | 1.0154 | 0.9957 | 1.0335 |
Total Trades | 3400 | 1700 | 1700 | 3400 | 1700 | 1700 |
Winning Trades | 1640 | 825 | 815 | 1640 | 825 | 815 |
Losing Trades | 1760 | 875 | 885 | 1760 | 875 | 885 |
Profitability (%) | 48.2353 | 48.5294 | 47.9412 | 48.2353 | 48.5294 | 47.9412 |
Ratio Avg Win / Avg Loss | 1.2198 | 1.3468 | 1.1077 | 1.0897 | 1.056 | 1.1223 |
Largest Winning Trade | 110231 | 110231 | 32076 | 961478 | 674859 | 961478 |
Largest Losing Trade | -38692 | -24443 | -38692 | -1144645 | -1138308 | -1144645 |
Avg Bars in Trades | 1 | 1 | 2 | 1 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 1 | 1 | 1 | 1 |
Bars Traded | 6627 | 3180 | 3447 | 6627 | 3180 | 3447 |
Profit Streak | 0 | 3.4135 | 0 | 0 | 3.4135 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57847 | 383792 | -518289 | -249146 | -573582 | -222426 |
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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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