Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896790.369 | 805410.6189 | 91379.7501 | 4744954.0356 | 7789651.8833 | -3044697.8477 |
Total P&L (%) | 896.7904 | 805.4106 | 91.3798 | 4744.954 | 7789.6519 | -3044.6978 |
Avg Daily Profit (%) | 0.3587 | 0.3222 | 0.0366 | 0.1553 | 0.1749 | 0 |
Buy And Hold Return (%) | 803.0127 | 803.0127 | 803.0127 | 803.0127 | 803.0127 | 803.0127 |
Max Trade Drawdown | -129971 | -65148 | -119382 | -4829097 | -2109123 | -5172302 |
Profit Factor | 1.7851 | 2.4879 | 1.1521 | 1.1682 | 1.6153 | 0.8042 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 232 | 113 | 119 | 232 | 113 | 119 |
Losing Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Profitability (%) | 55.6355 | 54.067 | 57.2115 | 55.6355 | 54.067 | 57.2115 |
Ratio Avg Win / Avg Loss | 1.4235 | 2.1137 | 0.8616 | 0.9315 | 1.3723 | 0.6015 |
Largest Winning Trade | 329778 | 329778 | 43269 | 3866375 | 3866375 | 985197 |
Largest Losing Trade | -52570 | -24164 | -52570 | -2964156 | -1074780 | -2964156 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 9710 | 5020 | 4690 | 9710 | 5020 | 4690 |
Profit Streak | 0 | 0 | 27.805 | 0 | 0 | 27.805 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114588 | -149681 | -362498 | -27054 | 400073 | -578491 |
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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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