Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523230.0088 | 504251.5048 | 18978.5041 | 244105.0664 | 3003099.9126 | -2758994.8462 |
Total P&L (%) | 523.23 | 504.2515 | 18.9785 | 244.1051 | 3003.0999 | -2758.9948 |
Avg Daily Profit (%) | 0.3234 | 0.3117 | 0.0117 | 0.0764 | 0.2125 | 0 |
Buy And Hold Return (%) | 20.0357 | 20.0357 | 20.0357 | 20.0357 | 20.0357 | 20.0357 |
Max Trade Drawdown | -236654 | -179271 | -92288 | -11631894 | -7089453 | -7047084 |
Profit Factor | 1.3847 | 1.5816 | 1.0385 | 1.0064 | 1.1222 | 0.7964 |
Total Trades | 629 | 314 | 315 | 629 | 314 | 315 |
Winning Trades | 490 | 263 | 227 | 490 | 263 | 227 |
Losing Trades | 139 | 51 | 88 | 139 | 51 | 88 |
Profitability (%) | 77.9014 | 83.758 | 72.0635 | 77.9014 | 83.758 | 72.0635 |
Ratio Avg Win / Avg Loss | 0.3928 | 0.3067 | 0.4026 | 0.2855 | 0.2176 | 0.3088 |
Largest Winning Trade | 57580 | 57580 | 10477 | 1812070 | 1812070 | 730857 |
Largest Losing Trade | -87285 | -87285 | -48715 | -6014595 | -6014595 | -5687392 |
Avg Bars in Trades | 30 | 55 | 4 | 30 | 55 | 4 |
Avg Bars in Winners | 11 | 19 | 2 | 11 | 19 | 2 |
Avg Bars in Losers | 94 | 241 | 8 | 94 | 241 | 8 |
Bars Traded | 18876 | 17571 | 1305 | 18876 | 17571 | 1305 |
Profit Streak | 0 | 512.161 | 0 | 0 | 512.161 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552485 | 569027 | -518560 | -298762 | -72928 | -576548 |
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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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