Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143769.5451 | 1183802.2761 | -40032.7309 | 375141.8829 | 10477595.977 | -10102454.094 |
Total P&L (%) | 1143.7695 | 1183.8023 | -40.0327 | 375.1419 | 10477.596 | -10102.4541 |
Avg Daily Profit (%) | 0.5153 | 0.5333 | -0.018 | 0.0702 | 0.2102 | 0 |
Buy And Hold Return (%) | 797.4206 | 797.4206 | 797.4206 | 797.4206 | 797.4206 | 797.4206 |
Max Trade Drawdown | -191432 | -119022 | -110747 | -21433476 | -8904276 | -12943518 |
Profit Factor | 1.7955 | 2.6927 | 0.9458 | 1.0077 | 1.4969 | 0.631 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Losing Trades | 236 | 111 | 125 | 236 | 111 | 125 |
Profitability (%) | 44.9883 | 48.1308 | 41.8605 | 44.9883 | 48.1308 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.1956 | 2.9018 | 1.3136 | 1.2323 | 1.6132 | 0.8764 |
Largest Winning Trade | 886129 | 886129 | 46071 | 12632243 | 12632243 | 1908938 |
Largest Losing Trade | -47541 | -28388 | -47541 | -8216209 | -3887055 | -8216209 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 13077 | 6157 | 6920 | 13077 | 6157 | 6920 |
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 | -16219 | 39836 | -581706 | -476662 | 383003 | -583373 |
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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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