Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681677.2197 | 583579.1277 | 98098.0919 | 4296187.9555 | 5003582.4889 | -707394.5334 |
Total P&L (%) | 681.6772 | 583.5791 | 98.0981 | 4296.188 | 5003.5825 | -707.3945 |
Avg Daily Profit (%) | 0.2728 | 0.2335 | 0.0393 | 0.1515 | 0.1575 | 0 |
Buy And Hold Return (%) | 475.0637 | 475.0637 | 475.0637 | 475.0637 | 475.0637 | 475.0637 |
Max Trade Drawdown | -191643 | -140172 | -137721 | -1763051 | -1304761 | -1783193 |
Profit Factor | 1.3169 | 1.5362 | 1.0923 | 1.2157 | 1.4941 | 0.9277 |
Total Trades | 1208 | 604 | 604 | 1208 | 604 | 604 |
Winning Trades | 496 | 250 | 246 | 496 | 250 | 246 |
Losing Trades | 712 | 354 | 358 | 712 | 354 | 358 |
Profitability (%) | 41.0596 | 41.3907 | 40.7285 | 41.0596 | 41.3907 | 40.7285 |
Ratio Avg Win / Avg Loss | 1.8904 | 2.1753 | 1.5896 | 1.7452 | 2.1156 | 1.3501 |
Largest Winning Trade | 85944 | 85944 | 44764 | 1969951 | 1969951 | 919249 |
Largest Losing Trade | -22543 | -21848 | -22543 | -589939 | -589939 | -455296 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 14899 | 7466 | 7433 | 14899 | 7466 | 7433 |
Profit Streak | 16.0449 | 0 | 21.0449 | 16.0449 | 0 | 21.0449 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16870 | -84220 | -423813 | 430012 | 345059 | -578784 |
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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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