Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866261.4451 | 822306.7771 | 43954.668 | 1067344.4209 | 370592.5878 | 696751.8331 |
Total P&L (%) | 866.2614 | 822.3068 | 43.9547 | 1067.3444 | 370.5926 | 696.7518 |
Avg Daily Profit (%) | 0.3463 | 0.3288 | 0.0176 | 0.0983 | 0.0619 | 0.083 |
Buy And Hold Return (%) | 346.6019 | 346.6019 | 346.6019 | 346.6019 | 346.6019 | 346.6019 |
Max Trade Drawdown | -187033 | -180643 | -31586 | -16806073 | -16077784 | -1364941 |
Profit Factor | 1.567 | 1.6185 | 1.2215 | 1.0197 | 1.0075 | 1.1432 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 314 | 159 | 155 | 314 | 159 | 155 |
Profitability (%) | 40.8663 | 40 | 41.7293 | 40.8663 | 40 | 41.7293 |
Ratio Avg Win / Avg Loss | 2.2674 | 2.4278 | 1.7057 | 1.4755 | 1.5113 | 1.5963 |
Largest Winning Trade | 223445 | 223445 | 23138 | 11285075 | 11285075 | 1048879 |
Largest Losing Trade | -49945 | -49945 | -8675 | -8923345 | -8923345 | -259408 |
Avg Bars in Trades | 28 | 55 | 1 | 28 | 55 | 1 |
Avg Bars in Winners | 34 | 69 | 1 | 34 | 69 | 1 |
Avg Bars in Losers | 23 | 45 | 1 | 23 | 45 | 1 |
Bars Traded | 14936 | 14615 | 321 | 14936 | 14615 | 321 |
Profit Streak | 7.1716 | 0 | 12.0049 | 7.1716 | 0 | 12.0049 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314540 | 170588 | -335915 | -263051 | -468669 | -151939 |
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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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