Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939628.452 | 628245.2828 | 311383.1692 | 31150961.5649 | -75516137.2174 | 106667098.7824 |
Total P&L (%) | 939.6285 | 628.2453 | 311.3832 | 31150.9616 | -75516.1372 | 106667.0988 |
Avg Daily Profit (%) | 0.5309 | 0.355 | 0.1759 | 0.3251 | 0 | 0.3948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168172 | -97327 | -161640 | -273196888 | -237952787 | -174950802 |
Profit Factor | 1.2632 | 1.367 | 1.1676 | 1.0101 | 0.9546 | 1.0754 |
Total Trades | 1730 | 865 | 865 | 1730 | 865 | 865 |
Winning Trades | 1034 | 525 | 509 | 1034 | 525 | 509 |
Losing Trades | 696 | 340 | 356 | 696 | 340 | 356 |
Profitability (%) | 59.7688 | 60.6936 | 58.8439 | 59.7688 | 60.6936 | 58.8439 |
Ratio Avg Win / Avg Loss | 0.8503 | 0.8853 | 0.8166 | 0.6799 | 0.6182 | 0.7522 |
Largest Winning Trade | 56144 | 56144 | 22467 | 26534752 | 26534752 | 20034750 |
Largest Losing Trade | -33944 | -30360 | -33944 | -91794896 | -91794896 | -52210504 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 21039 | 11257 | 9782 | 21039 | 11257 | 9782 |
Profit Streak | 3.7635 | 3.7635 | 7.1802 | 3.7635 | 3.7635 | 7.1802 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655387 | 496546 | -23052 | -192800 | -575173 | -122110 |
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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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