Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628701.4997 | 634294.3896 | -5592.8899 | 113978.1902 | 1693944.7586 | -1579966.5685 |
Total P&L (%) | 628.7015 | 634.2944 | -5.5929 | 113.9782 | 1693.9448 | -1579.9666 |
Avg Daily Profit (%) | 0.3018 | 0.3045 | -0.0027 | 0.0365 | 0.1387 | 0 |
Buy And Hold Return (%) | 104.5098 | 104.5098 | 104.5098 | 104.5098 | 104.5098 | 104.5098 |
Max Trade Drawdown | -255122 | -137306 | -249603 | -2003447 | -1327347 | -2117193 |
Profit Factor | 1.2518 | 1.5116 | 0.9956 | 1.0071 | 1.2161 | 0.8068 |
Total Trades | 1104 | 552 | 552 | 1104 | 552 | 552 |
Winning Trades | 417 | 202 | 215 | 417 | 202 | 215 |
Losing Trades | 687 | 350 | 337 | 687 | 350 | 337 |
Profitability (%) | 37.7717 | 36.5942 | 38.9493 | 37.7717 | 36.5942 | 38.9493 |
Ratio Avg Win / Avg Loss | 2.0623 | 2.6192 | 1.5605 | 1.6592 | 2.1071 | 1.2646 |
Largest Winning Trade | 282875 | 282875 | 40657 | 1128833 | 1128833 | 321482 |
Largest Losing Trade | -29709 | -29709 | -17281 | -262356 | -262356 | -217759 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 35 | 52 | 20 | 35 | 52 | 20 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 24911 | 16349 | 8562 | 24911 | 16349 | 8562 |
Profit Streak | 6.7213 | 0 | 11.5546 | 6.7213 | 0 | 11.5546 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407251 | 294896 | -579060 | -491132 | -9418 | -580171 |
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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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