Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651800.4952 | 613971.8104 | 37828.6848 | 282648.7527 | 3938360.5916 | -3655711.839 |
Total P&L (%) | 651.8005 | 613.9718 | 37.8287 | 282.6488 | 3938.3606 | -3655.7118 |
Avg Daily Profit (%) | 0.347 | 0.3269 | 0.0201 | 0.0715 | 0.1971 | 0 |
Buy And Hold Return (%) | 334.6263 | 334.6263 | 334.6263 | 334.6263 | 334.6263 | 334.6263 |
Max Trade Drawdown | -233328 | -154417 | -289774 | -5283539 | -1495115 | -5860771 |
Profit Factor | 1.2025 | 1.4196 | 1.0216 | 1.0116 | 1.4162 | 0.7534 |
Total Trades | 1329 | 664 | 665 | 1329 | 664 | 665 |
Winning Trades | 698 | 331 | 367 | 698 | 331 | 367 |
Losing Trades | 631 | 333 | 298 | 631 | 333 | 298 |
Profitability (%) | 52.5207 | 49.8494 | 55.188 | 52.5207 | 49.8494 | 55.188 |
Ratio Avg Win / Avg Loss | 1.0871 | 1.4282 | 0.8295 | 0.9145 | 1.4247 | 0.6117 |
Largest Winning Trade | 92218 | 92218 | 30102 | 1097287 | 1097287 | 658368 |
Largest Losing Trade | -82485 | -25557 | -82485 | -1451659 | -510913 | -1451659 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 22508 | 11242 | 11266 | 22508 | 11242 | 11266 |
Profit Streak | 1.7703 | 0 | 3.187 | 1.7703 | 0 | 3.187 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 233903 | 182863 | -527321 | -467724 | 429817 | -577881 |
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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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