Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273984.4443 | 1275768.7373 | -1784.293 | 553700.1219 | 5708544.8096 | -5154844.6877 |
Total P&L (%) | 1273.9844 | 1275.7687 | -1.7843 | 553.7001 | 5708.5448 | -5154.8447 |
Avg Daily Profit (%) | 0.5723 | 0.5731 | -0.0008 | 0.0844 | 0.1826 | 0 |
Buy And Hold Return (%) | 479.1661 | 479.1661 | 479.1661 | 479.1661 | 479.1661 | 479.1661 |
Max Trade Drawdown | -235511 | -168934 | -117134 | -18632543 | -12566876 | -6904868 |
Profit Factor | 1.6921 | 2.0577 | 0.9972 | 1.0095 | 1.1483 | 0.7418 |
Total Trades | 739 | 369 | 370 | 739 | 369 | 370 |
Winning Trades | 292 | 135 | 157 | 292 | 135 | 157 |
Losing Trades | 447 | 234 | 213 | 447 | 234 | 213 |
Profitability (%) | 39.5129 | 36.5854 | 42.4324 | 39.5129 | 36.5854 | 42.4324 |
Ratio Avg Win / Avg Loss | 2.5902 | 3.5667 | 1.3529 | 1.5453 | 1.9903 | 1.0064 |
Largest Winning Trade | 926571 | 926571 | 22964 | 15995212 | 15995212 | 1763820 |
Largest Losing Trade | -36445 | -36445 | -15739 | -3022943 | -3022943 | -2311654 |
Avg Bars in Trades | 17 | 31 | 4 | 17 | 31 | 4 |
Avg Bars in Winners | 28 | 55 | 4 | 28 | 55 | 4 |
Avg Bars in Losers | 11 | 18 | 3 | 11 | 18 | 3 |
Bars Traded | 13268 | 11671 | 1597 | 13268 | 11671 | 1597 |
Profit Streak | 0 | 9.9581 | 0 | 0 | 9.9581 | 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 | 398560 | 307721 | -580397 | -406208 | -51623 | -580397 |
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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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