Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852754.1792 | 798984.7771 | 53769.4021 | 3134550.8784 | 4417165.6027 | -1282614.7244 |
Total P&L (%) | 852.7542 | 798.9848 | 53.7694 | 3134.5509 | 4417.1656 | -1282.6147 |
Avg Daily Profit (%) | 0.4669 | 0.4374 | 0.0294 | 0.1905 | 0.2088 | 0 |
Buy And Hold Return (%) | 432.4295 | 432.4295 | 432.4295 | 432.4295 | 432.4295 | 432.4295 |
Max Trade Drawdown | -151716 | -108250 | -142853 | -7387033 | -5437504 | -4253670 |
Profit Factor | 1.4565 | 1.82 | 1.0602 | 1.093 | 1.2376 | 0.9151 |
Total Trades | 701 | 350 | 351 | 701 | 350 | 351 |
Winning Trades | 346 | 175 | 171 | 346 | 175 | 171 |
Losing Trades | 355 | 175 | 180 | 355 | 175 | 180 |
Profitability (%) | 49.3581 | 50 | 48.7179 | 49.3581 | 50 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.4943 | 1.82 | 1.116 | 1.1215 | 1.2376 | 0.9633 |
Largest Winning Trade | 181933 | 181933 | 60291 | 2093198 | 2093198 | 867866 |
Largest Losing Trade | -53701 | -53701 | -52701 | -2620335 | -2208474 | -2620335 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3645 | 1832 | 1813 | 3645 | 1832 | 1813 |
Profit Streak | 3.3182 | 0 | 3.8182 | 3.3182 | 0 | 3.8182 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256522 | 258035 | -473014 | -107406 | 337250 | -580107 |
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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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