Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759610.8834 | 688982.4071 | 70628.4763 | 3151597.7705 | 8185126.6215 | -5033528.851 |
Total P&L (%) | 759.6109 | 688.9824 | 70.6285 | 3151.5978 | 8185.1266 | -5033.5289 |
Avg Daily Profit (%) | 0.3646 | 0.3307 | 0.0339 | 0.1673 | 0.2122 | 0 |
Buy And Hold Return (%) | 492.7935 | 492.7935 | 492.7935 | 492.7935 | 492.7935 | 492.7935 |
Max Trade Drawdown | -154209 | -107427 | -214257 | -7910925 | -4721028 | -7674839 |
Profit Factor | 1.3124 | 1.6197 | 1.0535 | 1.0457 | 1.2675 | 0.8687 |
Total Trades | 967 | 483 | 484 | 967 | 483 | 484 |
Winning Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Losing Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Profitability (%) | 43.5367 | 43.4783 | 43.595 | 43.5367 | 43.4783 | 43.595 |
Ratio Avg Win / Avg Loss | 1.7021 | 2.1056 | 1.3631 | 1.3562 | 1.6477 | 1.124 |
Largest Winning Trade | 124164 | 124164 | 45841 | 4069517 | 4069517 | 1191209 |
Largest Losing Trade | -27901 | -27516 | -27901 | -2159341 | -1883774 | -2159341 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 24931 | 12163 | 12768 | 24931 | 12163 | 12768 |
Profit Streak | 0 | 10.0403 | 0 | 0 | 10.0403 | 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 | 144025 | -29325 | -475274 | -159661 | 342402 | -579350 |
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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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