Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509269.6835 | 524498.7958 | -15229.1123 | 49438.5541 | 3101304.0471 | -3051865.493 |
Total P&L (%) | 509.2697 | 524.4988 | -15.2291 | 49.4386 | 3101.304 | -3051.8655 |
Avg Daily Profit (%) | 0.2742 | 0.2824 | -0.0082 | 0.0216 | 0.1868 | 0 |
Buy And Hold Return (%) | 46.0345 | 46.0345 | 46.0345 | 46.0345 | 46.0345 | 46.0345 |
Max Trade Drawdown | -308368 | -228737 | -206315 | -13225387 | -7570318 | -6725637 |
Profit Factor | 1.1736 | 1.2839 | 0.986 | 1.0009 | 1.0871 | 0.8446 |
Total Trades | 1229 | 614 | 615 | 1229 | 614 | 615 |
Winning Trades | 650 | 342 | 308 | 650 | 342 | 308 |
Losing Trades | 579 | 272 | 307 | 579 | 272 | 307 |
Profitability (%) | 52.8885 | 55.7003 | 50.0813 | 52.8885 | 55.7003 | 50.0813 |
Ratio Avg Win / Avg Loss | 1.0454 | 1.0211 | 0.9828 | 0.8916 | 0.8646 | 0.8418 |
Largest Winning Trade | 59157 | 59157 | 54939 | 2143309 | 2143309 | 1174125 |
Largest Losing Trade | -58916 | -58916 | -25936 | -3666464 | -3666464 | -2237268 |
Avg Bars in Trades | 18 | 29 | 7 | 18 | 29 | 7 |
Avg Bars in Winners | 17 | 25 | 7 | 17 | 25 | 7 |
Avg Bars in Losers | 19 | 33 | 6 | 19 | 33 | 6 |
Bars Traded | 22195 | 17889 | 4306 | 22195 | 17889 | 4306 |
Profit Streak | 0 | 9.6485 | 0 | 0 | 9.6485 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13940 | 486124 | -577832 | -520972 | -113666 | -577832 |
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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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