Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709504.3097 | 653029.04 | 56475.2696 | 2744308.2064 | 6103485.7218 | -3359177.5154 |
Total P&L (%) | 709.5043 | 653.029 | 56.4753 | 2744.3082 | 6103.4857 | -3359.1775 |
Avg Daily Profit (%) | 0.2832 | 0.2607 | 0.0225 | 0.1337 | 0.1649 | 0 |
Buy And Hold Return (%) | 769.6622 | 769.6622 | 769.6622 | 769.6622 | 769.6622 | 769.6622 |
Max Trade Drawdown | -118612 | -71702 | -164284 | -7697682 | -4209729 | -9279238 |
Profit Factor | 1.4813 | 1.8513 | 1.0799 | 1.0515 | 1.2148 | 0.8651 |
Total Trades | 647 | 323 | 324 | 647 | 323 | 324 |
Winning Trades | 339 | 164 | 175 | 339 | 164 | 175 |
Losing Trades | 308 | 159 | 149 | 308 | 159 | 149 |
Profitability (%) | 52.3957 | 50.774 | 54.0123 | 52.3957 | 50.774 | 54.0123 |
Ratio Avg Win / Avg Loss | 1.3458 | 1.7949 | 0.9194 | 0.9553 | 1.1777 | 0.7365 |
Largest Winning Trade | 176265 | 176265 | 43037 | 3941517 | 3941517 | 2071508 |
Largest Losing Trade | -30572 | -25301 | -30572 | -2230355 | -2230355 | -2057731 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 14814 | 7698 | 7116 | 14814 | 7698 | 7116 |
Profit Streak | 0 | 7.5507 | 0 | 0 | 7.5507 | 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 | -151868 | -151518 | -460920 | -178281 | 341675 | -578841 |
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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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