Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2159269.4745 | 2198857.076 | -39587.6016 | 202042.6776 | 2087988.6423 | -1885945.9647 |
Total P&L (%) | 2159.2695 | 2198.8571 | -39.5876 | 202.0427 | 2087.9886 | -1885.946 |
Avg Daily Profit (%) | 1.0369 | 1.0559 | -0.019 | 0.0531 | 0.1483 | 0 |
Buy And Hold Return (%) | 484.1712 | 484.1712 | 484.1712 | 484.1712 | 484.1712 | 484.1712 |
Max Trade Drawdown | -229553 | -131332 | -146594 | -4357009 | -2388433 | -2097076 |
Profit Factor | 2.5933 | 4.16 | 0.94 | 1.0224 | 1.4707 | 0.5877 |
Total Trades | 481 | 241 | 240 | 481 | 241 | 240 |
Winning Trades | 204 | 103 | 101 | 204 | 103 | 101 |
Losing Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Profitability (%) | 42.4116 | 42.7386 | 42.0833 | 42.4116 | 42.7386 | 42.0833 |
Ratio Avg Win / Avg Loss | 3.5213 | 5.5736 | 1.2936 | 1.3883 | 1.9704 | 0.8088 |
Largest Winning Trade | 2120323 | 2120323 | 47019 | 4281756 | 4281756 | 370877 |
Largest Losing Trade | -34482 | -31154 | -34482 | -666767 | -666767 | -622547 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Losers | 33 | 37 | 30 | 33 | 37 | 30 |
Bars Traded | 24785 | 12400 | 12385 | 24785 | 12400 | 12385 |
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 | 578367 | 601478 | -581489 | -484090 | 125523 | -583156 |
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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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