Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1964214.8478 | 2030347.1519 | -66132.304 | 93129.2866 | 11726774.3158 | -11633645.0292 |
Total P&L (%) | 1964.2148 | 2030.3472 | -66.1323 | 93.1293 | 11726.7743 | -11633.645 |
Avg Daily Profit (%) | 0.9431 | 0.9748 | -0.0318 | 0.0316 | 0.2294 | 0 |
Buy And Hold Return (%) | 508.0357 | 508.0357 | 508.0357 | 508.0357 | 508.0357 | 508.0357 |
Max Trade Drawdown | -312488 | -239102 | -149796 | -40899304 | -29548577 | -11909086 |
Profit Factor | 2.1397 | 2.7525 | 0.8829 | 1.0012 | 1.219 | 0.5139 |
Total Trades | 690 | 345 | 345 | 690 | 345 | 345 |
Winning Trades | 264 | 119 | 145 | 264 | 119 | 145 |
Losing Trades | 426 | 226 | 200 | 426 | 226 | 200 |
Profitability (%) | 38.2609 | 34.4928 | 42.029 | 38.2609 | 34.4928 | 42.029 |
Ratio Avg Win / Avg Loss | 3.4528 | 5.2274 | 1.2178 | 1.6156 | 2.315 | 0.7088 |
Largest Winning Trade | 1768879 | 1768879 | 38008 | 38843640 | 38843640 | 3156915 |
Largest Losing Trade | -37665 | -37665 | -15086 | -10510005 | -10510005 | -2438445 |
Avg Bars in Trades | 36 | 65 | 6 | 36 | 65 | 6 |
Avg Bars in Winners | 55 | 115 | 6 | 55 | 115 | 6 |
Avg Bars in Losers | 23 | 39 | 6 | 23 | 39 | 6 |
Bars Traded | 24854 | 22652 | 2202 | 24854 | 22652 | 2202 |
Profit Streak | 0 | 0 | 10.879 | 0 | 0 | 10.879 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506096 | 416247 | -579108 | -535496 | 151443 | -580775 |
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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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