Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400540.3267 | 441668.3359 | -41128.0092 | -169427.0994 | 3856919.9726 | -4026347.072 |
Total P&L (%) | 400.5403 | 441.6683 | -41.128 | -169.4271 | 3856.92 | -4026.3471 |
Avg Daily Profit (%) | 0.1839 | 0.2028 | -0.0189 | 0 | 0.1691 | 0 |
Buy And Hold Return (%) | 121.2718 | 121.2718 | 121.2718 | 121.2718 | 121.2718 | 121.2718 |
Max Trade Drawdown | -359151 | -156267 | -326565 | -13016023 | -3891209 | -12364593 |
Profit Factor | 1.1179 | 1.2776 | 0.9772 | 0.9972 | 1.1374 | 0.8791 |
Total Trades | 1505 | 752 | 753 | 1505 | 752 | 753 |
Winning Trades | 993 | 496 | 497 | 827 | 428 | 399 |
Losing Trades | 512 | 256 | 256 | 678 | 324 | 354 |
Profitability (%) | 65.9801 | 65.9574 | 66.0027 | 54.9502 | 56.9149 | 52.988 |
Ratio Avg Win / Avg Loss | 0.5764 | 0.6594 | 0.5034 | 0.8176 | 0.861 | 0.7799 |
Largest Winning Trade | 38462 | 38462 | 31957 | 778770 | 693301 | 778770 |
Largest Losing Trade | -128417 | -37715 | -128417 | -10278911 | -1862889 | -10278911 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 1 | 1 | 1 | 2 | 2 | 2 |
Avg Bars in Losers | 5 | 5 | 4 | 3 | 3 | 2 |
Bars Traded | 4348 | 2251 | 2097 | 4348 | 2251 | 2097 |
Profit Streak | 7.2973 | 13.7973 | 7.2973 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76637 | 400202 | -573065 | -572719 | -58359 | -576735 |
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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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