Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029984.7323 | 1089653.4465 | -59668.7142 | 202254.8736 | 6287804.2483 | -6085549.3748 |
Total P&L (%) | 1029.9847 | 1089.6534 | -59.6687 | 202.2549 | 6287.8042 | -6085.5494 |
Avg Daily Profit (%) | 0.466 | 0.493 | -0.027 | 0.0501 | 0.1882 | 0 |
Buy And Hold Return (%) | 733.5725 | 733.5725 | 733.5725 | 733.5725 | 733.5725 | 733.5725 |
Max Trade Drawdown | -196868 | -119231 | -133017 | -13156809 | -5351745 | -8101685 |
Profit Factor | 1.6719 | 2.4657 | 0.9244 | 1.0064 | 1.4537 | 0.6609 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Losing Trades | 251 | 119 | 132 | 251 | 119 | 132 |
Profitability (%) | 45.5531 | 48.4848 | 42.6087 | 45.5531 | 48.4848 | 42.6087 |
Ratio Avg Win / Avg Loss | 1.9983 | 2.6198 | 1.2452 | 1.2028 | 1.5446 | 0.8902 |
Largest Winning Trade | 805806 | 805806 | 48447 | 6873061 | 6873061 | 1049130 |
Largest Losing Trade | -47541 | -27082 | -47541 | -4660286 | -2363099 | -4660286 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 39 | 34 | 46 | 39 | 34 | 46 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 13043 | 6196 | 6847 | 13043 | 6196 | 6847 |
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 | -25632 | 29530 | -581059 | -504418 | 374890 | -582726 |
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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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