Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222891.9933 | 1104214.9429 | 118677.0503 | 5215230.9165 | 8760150.7944 | -3544919.8779 |
Total P&L (%) | 1222.892 | 1104.2149 | 118.6771 | 5215.2309 | 8760.1508 | -3544.9199 |
Avg Daily Profit (%) | 0.5871 | 0.5301 | 0.057 | 0.1909 | 0.2155 | 0 |
Buy And Hold Return (%) | 82.6347 | 82.6347 | 82.6347 | 82.6347 | 82.6347 | 82.6347 |
Max Trade Drawdown | -162842 | -100953 | -159845 | -10858131 | -6957736 | -6308346 |
Profit Factor | 1.9095 | 2.584 | 1.1833 | 1.0707 | 1.2259 | 0.8986 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Losing Trades | 284 | 143 | 141 | 284 | 143 | 141 |
Profitability (%) | 45.2794 | 45 | 45.5598 | 45.2794 | 45 | 45.5598 |
Ratio Avg Win / Avg Loss | 2.3076 | 3.1582 | 1.4139 | 1.294 | 1.4983 | 1.0737 |
Largest Winning Trade | 605882 | 605882 | 81397 | 10886608 | 10886608 | 2306964 |
Largest Losing Trade | -35439 | -35439 | -21169 | -2154712 | -1882756 | -2154712 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 75 | 61 | 89 | 75 | 61 | 89 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 24732 | 10647 | 14085 | 24732 | 10647 | 14085 |
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 | 570531 | 527285 | -166757 | -133886 | 239820 | -580038 |
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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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