Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761850.1978 | 749642.4045 | 12207.7932 | 702865.7181 | 2735739.3994 | -2032873.6813 |
Total P&L (%) | 761.8502 | 749.6424 | 12.2078 | 702.8657 | 2735.7394 | -2032.8737 |
Avg Daily Profit (%) | 0.4196 | 0.4129 | 0.0067 | 0.1148 | 0.1844 | 0 |
Buy And Hold Return (%) | 519.7622 | 519.7622 | 519.7622 | 519.7622 | 519.7622 | 519.7622 |
Max Trade Drawdown | -154829 | -86599 | -127961 | -2314909 | -1123709 | -2442542 |
Profit Factor | 1.4127 | 1.8198 | 1.0131 | 1.0335 | 1.2719 | 0.8133 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 348 | 170 | 178 | 348 | 170 | 178 |
Losing Trades | 396 | 202 | 194 | 396 | 202 | 194 |
Profitability (%) | 46.7742 | 45.6989 | 47.8495 | 46.7742 | 45.6989 | 47.8495 |
Ratio Avg Win / Avg Loss | 1.6076 | 2.1624 | 1.1042 | 1.1761 | 1.5113 | 0.8864 |
Largest Winning Trade | 259811 | 259811 | 43638 | 1721259 | 1721259 | 401882 |
Largest Losing Trade | -30148 | -19793 | -30148 | -666823 | -495304 | -666823 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 21693 | 10307 | 11386 | 21693 | 10307 | 11386 |
Profit Streak | 0 | 6.9249 | 0 | 0 | 6.9249 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6164 | -13719 | -555177 | -276219 | 321108 | -580225 |
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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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