Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977413.1181 | 1315518.5911 | -338105.473 | -97545.5666 | 35201550.1218 | -35299095.6885 |
Total P&L (%) | 977.4131 | 1315.5186 | -338.1055 | -97.5456 | 35201.5501 | -35299.0957 |
Avg Daily Profit (%) | 0.4311 | 0.5803 | -0.1491 | -0.1634 | 0.2591 | 0 |
Buy And Hold Return (%) | 7584.2612 | 7584.2612 | 7584.2612 | 7584.2612 | 7584.2612 | 7584.2612 |
Max Trade Drawdown | -606831 | -222429 | -467275 | -38673993 | -4557537 | -39629533 |
Profit Factor | 1.2958 | 1.9159 | 0.8191 | 0.9984 | 4.4378 | 0.3031 |
Total Trades | 1445 | 723 | 722 | 1445 | 723 | 722 |
Winning Trades | 707 | 335 | 372 | 707 | 335 | 372 |
Losing Trades | 738 | 388 | 350 | 738 | 388 | 350 |
Profitability (%) | 48.9273 | 46.3347 | 51.5235 | 48.9273 | 46.3347 | 51.5235 |
Ratio Avg Win / Avg Loss | 1.3526 | 2.2191 | 0.7706 | 1.0422 | 5.1399 | 0.2852 |
Largest Winning Trade | 982950 | 982950 | 69930 | 19542378 | 19542378 | 1647140 |
Largest Losing Trade | -85999 | -31426 | -85999 | -33260926 | -1539666 | -33260926 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 13592 | 6800 | 6792 | 13592 | 6800 | 6792 |
Profit Streak | 0 | 0 | 6.0153 | 0 | 0 | 6.0153 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148871 | -148778 | -576389 | -572276 | 588496 | -576389 |
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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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