Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992088.2547 | 961664.3998 | 30423.8549 | 996667.3077 | 2079849.2354 | -1083181.9277 |
Total P&L (%) | 992.0883 | 961.6644 | 30.4239 | 996.6673 | 2079.8492 | -1083.1819 |
Avg Daily Profit (%) | 0.5473 | 0.5305 | 0.0168 | 0.1322 | 0.1702 | 0 |
Buy And Hold Return (%) | 476.4042 | 476.4042 | 476.4042 | 476.4042 | 476.4042 | 476.4042 |
Max Trade Drawdown | -221867 | -197752 | -84419 | -7312013 | -6562865 | -2700082 |
Profit Factor | 1.6037 | 1.7387 | 1.0891 | 1.0319 | 1.0854 | 0.8425 |
Total Trades | 657 | 328 | 329 | 657 | 328 | 329 |
Winning Trades | 323 | 154 | 169 | 323 | 154 | 169 |
Losing Trades | 334 | 174 | 160 | 334 | 174 | 160 |
Profitability (%) | 49.1629 | 46.9512 | 51.3678 | 49.1629 | 46.9512 | 51.3678 |
Ratio Avg Win / Avg Loss | 1.6584 | 1.9646 | 1.0311 | 1.0671 | 1.2264 | 0.7976 |
Largest Winning Trade | 315671 | 315671 | 16029 | 3603121 | 3603121 | 332187 |
Largest Losing Trade | -50107 | -50107 | -15176 | -1517940 | -1517940 | -462459 |
Avg Bars in Trades | 11 | 20 | 1 | 11 | 20 | 1 |
Avg Bars in Winners | 10 | 21 | 1 | 10 | 21 | 1 |
Avg Bars in Losers | 11 | 20 | 1 | 11 | 20 | 1 |
Bars Traded | 7238 | 6849 | 389 | 7238 | 6849 | 389 |
Profit Streak | 0 | 6.7041 | 0 | 0 | 6.7041 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399122 | 299982 | -457112 | -204434 | -119754 | -579158 |
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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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