Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431674.6891 | 386561.2811 | 45113.408 | 80935.5959 | 1041390.6833 | -960455.0874 |
Total P&L (%) | 431.6747 | 386.5613 | 45.1134 | 80.9356 | 1041.3907 | -960.4551 |
Avg Daily Profit (%) | 0.2073 | 0.1856 | 0.0217 | 0.0285 | 0.117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253212 | -218440 | -146183 | -21686013 | -21815687 | -7841325 |
Profit Factor | 1.2795 | 1.3974 | 1.0789 | 1.0012 | 1.0231 | 0.9575 |
Total Trades | 799 | 399 | 400 | 799 | 399 | 400 |
Winning Trades | 601 | 336 | 265 | 601 | 336 | 265 |
Losing Trades | 198 | 63 | 135 | 198 | 63 | 135 |
Profitability (%) | 75.219 | 84.2105 | 66.25 | 75.219 | 84.2105 | 66.25 |
Ratio Avg Win / Avg Loss | 0.4215 | 0.262 | 0.5496 | 0.3298 | 0.1918 | 0.4878 |
Largest Winning Trade | 27019 | 27019 | 13616 | 1584099 | 1584099 | 1253022 |
Largest Losing Trade | -70954 | -70954 | -47119 | -8035098 | -8035098 | -3592344 |
Avg Bars in Trades | 30 | 55 | 6 | 30 | 55 | 6 |
Avg Bars in Winners | 11 | 17 | 3 | 11 | 17 | 3 |
Avg Bars in Losers | 91 | 258 | 13 | 91 | 258 | 13 |
Bars Traded | 24720 | 22068 | 2652 | 24720 | 22068 | 2652 |
Profit Streak | 13.9009 | 18.2343 | 13.9009 | 13.9009 | 18.2343 | 13.9009 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536791 | 482591 | -296589 | -366779 | -226332 | -576260 |
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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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