Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862152.922 | 788440.9093 | 73712.0127 | 3867089.3883 | 7091758.4598 | -3224669.0714 |
Total P&L (%) | 862.1529 | 788.4409 | 73.712 | 3867.0894 | 7091.7585 | -3224.6691 |
Avg Daily Profit (%) | 0.345 | 0.3155 | 0.0295 | 0.1474 | 0.1712 | 0 |
Buy And Hold Return (%) | 928.7518 | 928.7518 | 928.7518 | 928.7518 | 928.7518 | 928.7518 |
Max Trade Drawdown | -122313 | -61357 | -161233 | -9503982 | -5232507 | -10474526 |
Profit Factor | 1.6143 | 2.0908 | 1.1083 | 1.0651 | 1.2238 | 0.8837 |
Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
Winning Trades | 323 | 160 | 163 | 323 | 160 | 163 |
Losing Trades | 295 | 149 | 146 | 295 | 149 | 146 |
Profitability (%) | 52.2654 | 51.7799 | 52.7508 | 52.2654 | 51.7799 | 52.7508 |
Ratio Avg Win / Avg Loss | 1.4743 | 1.947 | 0.9927 | 0.9728 | 1.1396 | 0.7915 |
Largest Winning Trade | 372850 | 372850 | 43037 | 7824474 | 7824474 | 2524520 |
Largest Losing Trade | -30572 | -25301 | -30572 | -2718106 | -2718106 | -2297574 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 14731 | 7752 | 6979 | 14731 | 7752 | 6979 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150756 | -151208 | -420649 | -144763 | 323229 | -579083 |
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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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