Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727563.8139 | 639256.4156 | 88307.3983 | 5716919.2032 | 6482093.2371 | -765174.0339 |
Total P&L (%) | 727.5638 | 639.2564 | 88.3074 | 5716.9192 | 6482.0932 | -765.174 |
Avg Daily Profit (%) | 0.2911 | 0.2558 | 0.0353 | 0.1627 | 0.1677 | 0 |
Buy And Hold Return (%) | 637.3688 | 637.3688 | 637.3688 | 637.3688 | 637.3688 | 637.3688 |
Max Trade Drawdown | -95316 | -80891 | -58579 | -2191299 | -1166542 | -1966168 |
Profit Factor | 1.3853 | 1.6963 | 1.091 | 1.2582 | 1.6443 | 0.9367 |
Total Trades | 1234 | 617 | 617 | 1234 | 617 | 617 |
Winning Trades | 384 | 180 | 204 | 384 | 180 | 204 |
Losing Trades | 850 | 437 | 413 | 850 | 437 | 413 |
Profitability (%) | 31.1183 | 29.1734 | 33.0632 | 31.1183 | 29.1734 | 33.0632 |
Ratio Avg Win / Avg Loss | 3.0664 | 4.1183 | 2.2087 | 2.7851 | 3.992 | 1.8963 |
Largest Winning Trade | 113306 | 113306 | 40511 | 1801218 | 1801218 | 818842 |
Largest Losing Trade | -26220 | -26220 | -26009 | -881963 | -381469 | -881963 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 14907 | 7550 | 7357 | 14907 | 7550 | 7357 |
Profit Streak | 19.4345 | 19.4345 | 19.9345 | 19.4345 | 19.4345 | 19.9345 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111294 | -161045 | -433867 | 308994 | 106485 | -581085 |
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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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