Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692359.9761 | 566801.8232 | 125558.1529 | 814008.9225 | 3388767.4707 | -2574758.5482 |
Total P&L (%) | 692.36 | 566.8018 | 125.5582 | 814.0089 | 3388.7675 | -2574.7585 |
Avg Daily Profit (%) | 0.2857 | 0.2339 | 0.0518 | 0.0913 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138556 | -129663 | -102151 | -7145451 | -4532739 | -3973351 |
Profit Factor | 1.3448 | 1.512 | 1.1393 | 1.0212 | 1.1639 | 0.8545 |
Total Trades | 784 | 392 | 392 | 784 | 392 | 392 |
Winning Trades | 377 | 176 | 201 | 377 | 176 | 201 |
Losing Trades | 407 | 216 | 191 | 407 | 216 | 191 |
Profitability (%) | 48.0867 | 44.898 | 51.2755 | 48.0867 | 44.898 | 51.2755 |
Ratio Avg Win / Avg Loss | 1.4518 | 1.8556 | 1.0827 | 1.1025 | 1.4284 | 0.812 |
Largest Winning Trade | 215666 | 215666 | 36883 | 2793308 | 2793308 | 1207315 |
Largest Losing Trade | -36715 | -36715 | -25025 | -1640925 | -1053930 | -1640925 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 14459 | 8210 | 6249 | 14459 | 8210 | 6249 |
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 | 459222 | 381772 | -189050 | -264171 | -37321 | -578841 |
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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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