Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2455046.2953 | 2483262.2332 | -28215.9379 | 250035.7699 | 1156220.2237 | -906184.4538 |
Total P&L (%) | 2455.0463 | 2483.2622 | -28.2159 | 250.0358 | 1156.2202 | -906.1845 |
Avg Daily Profit (%) | 1.1789 | 1.1924 | -0.0135 | 0.0602 | 0.1216 | 0 |
Buy And Hold Return (%) | 504.5786 | 504.5786 | 504.5786 | 504.5786 | 504.5786 | 504.5786 |
Max Trade Drawdown | -194065 | -141082 | -106430 | -3859790 | -2612217 | -1298862 |
Profit Factor | 2.9227 | 4.2923 | 0.946 | 1.0144 | 1.1103 | 0.8679 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 229 | 117 | 112 | 229 | 117 | 112 |
Profitability (%) | 36.0335 | 34.6369 | 37.4302 | 36.0335 | 34.6369 | 37.4302 |
Ratio Avg Win / Avg Loss | 5.1883 | 8.1 | 1.5814 | 1.8008 | 2.0952 | 1.4509 |
Largest Winning Trade | 2412903 | 2412903 | 42210 | 3664011 | 3664011 | 449031 |
Largest Losing Trade | -35787 | -35787 | -27506 | -1131490 | -1131490 | -596919 |
Avg Bars in Trades | 69 | 100 | 37 | 69 | 100 | 37 |
Avg Bars in Winners | 120 | 179 | 64 | 120 | 179 | 64 |
Avg Bars in Losers | 40 | 58 | 21 | 40 | 58 | 21 |
Bars Traded | 24760 | 17963 | 6797 | 24760 | 17963 | 6797 |
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 | 506272 | 496325 | -582506 | -485466 | -138940 | -583617 |
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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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