Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891862.1786 | 1936255.3414 | -44393.1628 | 220268.2633 | 1103854.0261 | -883585.7628 |
Total P&L (%) | 1891.8622 | 1936.2553 | -44.3932 | 220.2683 | 1103.854 | -883.5858 |
Avg Daily Profit (%) | 0.9085 | 0.9298 | -0.0213 | 0.0559 | 0.1195 | 0 |
Buy And Hold Return (%) | 756.8807 | 756.8807 | 756.8807 | 756.8807 | 756.8807 | 756.8807 |
Max Trade Drawdown | -166818 | -93096 | -155441 | -1152032 | -635296 | -1078469 |
Profit Factor | 2.7098 | 4.5748 | 0.9214 | 1.0334 | 1.3577 | 0.7476 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 191 | 103 | 88 | 191 | 103 | 88 |
Profitability (%) | 39.557 | 34.8101 | 44.3038 | 39.557 | 34.8101 | 44.3038 |
Ratio Avg Win / Avg Loss | 4.1406 | 8.5673 | 1.1583 | 1.5791 | 2.5427 | 0.9398 |
Largest Winning Trade | 1764538 | 1764538 | 48070 | 1077541 | 1077541 | 308625 |
Largest Losing Trade | -38517 | -31743 | -38517 | -357129 | -250637 | -357129 |
Avg Bars in Trades | 77 | 74 | 80 | 77 | 74 | 80 |
Avg Bars in Winners | 123 | 129 | 118 | 123 | 129 | 118 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 24352 | 11703 | 12649 | 24352 | 11703 | 12649 |
Profit Streak | 0 | 0 | 8.345 | 0 | 0 | 8.345 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448664 | 418428 | -580381 | -469074 | -60234 | -582048 |
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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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