Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692879.9796 | 632752.3409 | 60127.6387 | 127000.9975 | 13056824.5012 | -12929823.5037 |
Total P&L (%) | 692.88 | 632.7523 | 60.1276 | 127.001 | 13056.8245 | -12929.8235 |
Avg Daily Profit (%) | 0.2916 | 0.2663 | 0.0253 | 0.0345 | 0.2056 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324478 | -183249 | -239236 | -26998858 | -14974364 | -26836347 |
Profit Factor | 1.2255 | 1.4449 | 1.0364 | 1.0011 | 1.2662 | 0.8056 |
Total Trades | 785 | 393 | 392 | 785 | 393 | 392 |
Winning Trades | 405 | 205 | 200 | 405 | 205 | 200 |
Losing Trades | 380 | 188 | 192 | 380 | 188 | 192 |
Profitability (%) | 51.5924 | 52.1629 | 51.0204 | 51.5924 | 52.1629 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.1499 | 1.3251 | 0.995 | 0.9393 | 1.1612 | 0.7734 |
Largest Winning Trade | 80256 | 80256 | 45565 | 5589278 | 5589278 | 4051329 |
Largest Losing Trade | -53270 | -53270 | -48212 | -8083155 | -3638453 | -8083155 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4661 | 2327 | 2334 | 4661 | 2327 | 2334 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484220 | 418711 | -339936 | -362778 | 360714 | -578874 |
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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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