Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750554.6157 | 686626.3608 | 63928.2549 | 705016.1733 | -3738201.4022 | 4443217.5755 |
Total P&L (%) | 750.5546 | 686.6264 | 63.9283 | 705.0162 | -3738.2014 | 4443.2176 |
Avg Daily Profit (%) | 0.3604 | 0.3297 | 0.0307 | 0.1002 | 0 | 0.1834 |
Buy And Hold Return (%) | 116.1194 | 116.1194 | 116.1194 | 116.1194 | 116.1194 | 116.1194 |
Max Trade Drawdown | -171715 | -178603 | -94641 | -22163176 | -24768751 | -2728816 |
Profit Factor | 1.2649 | 1.3092 | 1.1043 | 1.0057 | 0.9634 | 1.2004 |
Total Trades | 1301 | 650 | 651 | 1301 | 650 | 651 |
Winning Trades | 551 | 258 | 293 | 551 | 258 | 293 |
Losing Trades | 750 | 392 | 358 | 750 | 392 | 358 |
Profitability (%) | 42.352 | 39.6923 | 45.0077 | 42.352 | 39.6923 | 45.0077 |
Ratio Avg Win / Avg Loss | 1.7217 | 1.9892 | 1.3493 | 1.3689 | 1.4638 | 1.4667 |
Largest Winning Trade | 114890 | 114890 | 44226 | 9069653 | 9069653 | 842320 |
Largest Losing Trade | -36660 | -36660 | -11110 | -5360358 | -5360358 | -776803 |
Avg Bars in Trades | 19 | 36 | 2 | 19 | 36 | 2 |
Avg Bars in Winners | 24 | 50 | 2 | 24 | 50 | 2 |
Avg Bars in Losers | 14 | 26 | 1 | 14 | 26 | 1 |
Bars Traded | 24911 | 23505 | 1406 | 24911 | 23505 | 1406 |
Profit Streak | 3.5009 | 0 | 10.0009 | 3.5009 | 0 | 10.0009 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475089 | 306164 | -421113 | -270526 | -580279 | 347633 |
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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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