Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2539100.5423 | 2556463.0564 | -17362.5141 | 283785.2292 | 1110221.9745 | -826436.7453 |
Total P&L (%) | 2539.1005 | 2556.4631 | -17.3625 | 283.7852 | 1110.222 | -826.4367 |
Avg Daily Profit (%) | 1.2188 | 1.2271 | -0.0083 | 0.0646 | 0.1198 | 0 |
Buy And Hold Return (%) | 398.4709 | 398.4709 | 398.4709 | 398.4709 | 398.4709 | 398.4709 |
Max Trade Drawdown | -166028 | -104674 | -139628 | -2508293 | -1445493 | -1480679 |
Profit Factor | 3.0769 | 5.3395 | 0.9726 | 1.0278 | 1.2222 | 0.8419 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Losing Trades | 336 | 163 | 173 | 336 | 163 | 173 |
Profitability (%) | 27.2727 | 29.4372 | 25.1082 | 27.2727 | 29.4372 | 25.1082 |
Ratio Avg Win / Avg Loss | 8.205 | 12.799 | 2.901 | 2.7407 | 2.9297 | 2.5112 |
Largest Winning Trade | 2522241 | 2522241 | 53219 | 2455433 | 2455433 | 623641 |
Largest Losing Trade | -24757 | -16314 | -24757 | -550102 | -311476 | -550102 |
Avg Bars in Trades | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Winners | 130 | 113 | 150 | 130 | 113 | 150 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 24403 | 11868 | 12535 | 24403 | 11868 | 12535 |
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 | 57808 | 417103 | -606684 | -478749 | -44902 | -606684 |
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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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