Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245926.7765 | 1267164.782 | -21238.0055 | 443170.6694 | 4682817.405 | -4239646.7356 |
Total P&L (%) | 1245.9268 | 1267.1648 | -21.238 | 443.1707 | 4682.8174 | -4239.6467 |
Avg Daily Profit (%) | 0.5637 | 0.5733 | -0.0096 | 0.0766 | 0.1751 | 0 |
Buy And Hold Return (%) | 555.6505 | 555.6505 | 555.6505 | 555.6505 | 555.6505 | 555.6505 |
Max Trade Drawdown | -224656 | -135768 | -113738 | -17711608 | -7596415 | -12108549 |
Profit Factor | 1.6501 | 2.384 | 0.9788 | 1.0047 | 1.1006 | 0.9099 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 227 | 110 | 117 | 227 | 110 | 117 |
Losing Trades | 315 | 161 | 154 | 315 | 161 | 154 |
Profitability (%) | 41.8819 | 40.5904 | 43.1734 | 41.8819 | 40.5904 | 43.1734 |
Ratio Avg Win / Avg Loss | 2.2898 | 3.4893 | 1.2883 | 1.3942 | 1.6109 | 1.1976 |
Largest Winning Trade | 1045410 | 1045410 | 58216 | 10160742 | 10160742 | 4988346 |
Largest Losing Trade | -30109 | -18838 | -30109 | -2799576 | -2054816 | -2799576 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 13169 | 6936 | 6233 | 13169 | 6936 | 6233 |
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 | 322210 | 296327 | -580626 | -471830 | -103455 | -580626 |
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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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