Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676972.5877 | 570904.2001 | 106068.3877 | 1624432.6514 | -3771831.9056 | 5396264.557 |
Total P&L (%) | 676.9726 | 570.9042 | 106.0684 | 1624.4327 | -3771.8319 | 5396.2646 |
Avg Daily Profit (%) | 0.3249 | 0.274 | 0.0509 | 0.1368 | 0 | 0.1925 |
Buy And Hold Return (%) | 103.9773 | 103.9773 | 103.9773 | 103.9773 | 103.9773 | 103.9773 |
Max Trade Drawdown | -192518 | -149201 | -62178 | -50742724 | -50227304 | -17189041 |
Profit Factor | 1.3035 | 1.3424 | 1.1884 | 1.0058 | 0.9825 | 1.0849 |
Total Trades | 1233 | 616 | 617 | 1233 | 616 | 617 |
Winning Trades | 851 | 490 | 361 | 851 | 490 | 361 |
Losing Trades | 382 | 126 | 256 | 382 | 126 | 256 |
Profitability (%) | 69.0187 | 79.5455 | 58.5089 | 69.0187 | 79.5455 | 58.5089 |
Ratio Avg Win / Avg Loss | 0.5851 | 0.3452 | 0.8428 | 0.4515 | 0.2526 | 0.7694 |
Largest Winning Trade | 37780 | 37780 | 12880 | 5347316 | 5347316 | 3556667 |
Largest Losing Trade | -61552 | -61552 | -34802 | -16834987 | -16834987 | -7088996 |
Avg Bars in Trades | 20 | 38 | 2 | 20 | 38 | 2 |
Avg Bars in Winners | 9 | 16 | 1 | 9 | 16 | 1 |
Avg Bars in Losers | 43 | 124 | 3 | 43 | 124 | 3 |
Bars Traded | 24882 | 23614 | 1268 | 24882 | 23614 | 1268 |
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 | 586783 | 476992 | -295297 | -216727 | -573868 | -116762 |
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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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