Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2208527.5883 | 2182139.699 | 26387.8894 | 844427.1833 | -41848.7747 | 886275.958 |
Total P&L (%) | 2208.5276 | 2182.1397 | 26.3879 | 844.4272 | -41.8488 | 886.276 |
Avg Daily Profit (%) | 1.2375 | 1.2227 | 0.0148 | 0.1259 | -0.0304 | 0.1283 |
Buy And Hold Return (%) | 568.8714 | 568.8714 | 568.8714 | 568.8714 | 568.8714 | 568.8714 |
Max Trade Drawdown | -273936 | -281679 | -58363 | -45134670 | -46117552 | -11424967 |
Profit Factor | 2.5658 | 3.0833 | 1.0727 | 1.0085 | 0.9994 | 1.0373 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 134 | 56 | 78 | 134 | 56 | 78 |
Losing Trades | 315 | 168 | 147 | 315 | 168 | 147 |
Profitability (%) | 29.8441 | 25 | 34.6667 | 29.8441 | 25 | 34.6667 |
Ratio Avg Win / Avg Loss | 6.0315 | 9.2499 | 2.0216 | 2.3707 | 2.9983 | 1.9549 |
Largest Winning Trade | 1773242 | 1773242 | 22683 | 20716917 | 20716917 | 6319040 |
Largest Losing Trade | -22583 | -22583 | -20731 | -4335905 | -4335905 | -2853521 |
Avg Bars in Trades | 47 | 85 | 8 | 47 | 85 | 8 |
Avg Bars in Winners | 88 | 193 | 13 | 88 | 193 | 13 |
Avg Bars in Losers | 29 | 49 | 5 | 29 | 49 | 5 |
Bars Traded | 21143 | 19218 | 1925 | 21143 | 19218 | 1925 |
Profit Streak | 4.727 | 0 | 10.3103 | 4.727 | 0 | 10.3103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376301 | -12142 | -482744 | -255327 | -607198 | -213942 |
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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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