Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325401.1723 | 499545.1435 | -174143.9712 | -57501.4106 | 6473425.742 | -6530927.1526 |
Total P&L (%) | 325.4012 | 499.5451 | -174.144 | -57.5014 | 6473.4257 | -6530.9272 |
Avg Daily Profit (%) | 0.1818 | 0.279 | -0.0973 | -0.0478 | 0.2341 | 0 |
Buy And Hold Return (%) | 1272.3678 | 1272.3678 | 1272.3678 | 1272.3678 | 1272.3678 | 1272.3678 |
Max Trade Drawdown | -364545 | -298085 | -225381 | -9887303 | -8710523 | -9335842 |
Profit Factor | 1.1097 | 1.2906 | 0.8603 | 0.9989 | 1.2224 | 0.7395 |
Total Trades | 1435 | 717 | 718 | 1435 | 717 | 718 |
Winning Trades | 835 | 417 | 418 | 835 | 417 | 418 |
Losing Trades | 600 | 300 | 300 | 600 | 300 | 300 |
Profitability (%) | 58.1882 | 58.159 | 58.2173 | 58.1882 | 58.159 | 58.2173 |
Ratio Avg Win / Avg Loss | 0.7974 | 0.9285 | 0.6175 | 0.7178 | 0.8794 | 0.5307 |
Largest Winning Trade | 65132 | 65132 | 18643 | 2269640 | 2269640 | 1072818 |
Largest Losing Trade | -42298 | -38494 | -42298 | -2369686 | -1921687 | -2369686 |
Avg Bars in Trades | 14 | 24 | 5 | 14 | 24 | 5 |
Avg Bars in Winners | 9 | 14 | 4 | 9 | 14 | 4 |
Avg Bars in Losers | 22 | 38 | 5 | 22 | 38 | 5 |
Bars Traded | 21433 | 17648 | 3785 | 21433 | 17648 | 3785 |
Profit Streak | 3.1725 | 0 | 3.2558 | 3.1725 | 0 | 3.2558 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252509 | -154179 | -576730 | -573480 | 357792 | -576730 |
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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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