Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696467.0335 | 634366.3246 | 62100.7088 | 4236860.4167 | 5176729.0608 | -939868.6441 |
Total P&L (%) | 696.467 | 634.3663 | 62.1007 | 4236.8604 | 5176.7291 | -939.8686 |
Avg Daily Profit (%) | 0.3344 | 0.3046 | 0.0298 | 0.1812 | 0.1906 | 0 |
Buy And Hold Return (%) | 1223.6432 | 1223.6432 | 1223.6432 | 1223.6432 | 1223.6432 | 1223.6432 |
Max Trade Drawdown | -143665 | -75669 | -105286 | -3389611 | -2025816 | -2930940 |
Profit Factor | 1.3654 | 1.6704 | 1.0647 | 1.1213 | 1.299 | 0.9466 |
Total Trades | 755 | 377 | 378 | 755 | 377 | 378 |
Winning Trades | 394 | 201 | 193 | 394 | 201 | 193 |
Losing Trades | 361 | 176 | 185 | 361 | 176 | 185 |
Profitability (%) | 52.1854 | 53.3157 | 51.0582 | 52.1854 | 53.3157 | 51.0582 |
Ratio Avg Win / Avg Loss | 1.2511 | 1.4627 | 1.0206 | 1.0274 | 1.1375 | 0.9074 |
Largest Winning Trade | 124880 | 124880 | 29265 | 1441740 | 1441740 | 388421 |
Largest Losing Trade | -38407 | -38407 | -33097 | -900881 | -900881 | -754303 |
Avg Bars in Trades | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Winners | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Losers | 30 | 39 | 22 | 30 | 39 | 22 |
Bars Traded | 24791 | 14359 | 10432 | 24791 | 14359 | 10432 |
Profit Streak | 0 | 23.2767 | 0 | 0 | 23.2767 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151880 | -151911 | -466340 | -77680 | 320372 | -578942 |
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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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