Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2844303.375 | 2912233.889 | -67930.514 | -47180.1917 | 669975.1935 | -717155.3852 |
Total P&L (%) | 2844.3034 | 2912.2339 | -67.9305 | -47.1802 | 669.9752 | -717.1554 |
Avg Daily Profit (%) | 1.3658 | 1.3984 | -0.0326 | -0.0306 | 0.0981 | 0 |
Buy And Hold Return (%) | 77.842 | 77.842 | 77.842 | 77.842 | 77.842 | 77.842 |
Max Trade Drawdown | -201594 | -198327 | -123039 | -2858779 | -2133992 | -1296321 |
Profit Factor | 2.8309 | 3.8263 | 0.8701 | 0.9949 | 1.1089 | 0.7642 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 203 | 87 | 116 | 203 | 87 | 116 |
Losing Trades | 252 | 140 | 112 | 252 | 140 | 112 |
Profitability (%) | 44.6154 | 38.326 | 50.8772 | 44.6154 | 38.326 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.5142 | 6.1572 | 0.8401 | 1.235 | 1.7845 | 0.7378 |
Largest Winning Trade | 2908000 | 2908000 | 29174 | 2761297 | 2761297 | 219659 |
Largest Losing Trade | -39521 | -39521 | -27154 | -744130 | -669650 | -744130 |
Avg Bars in Trades | 53 | 93 | 14 | 53 | 93 | 14 |
Avg Bars in Winners | 72 | 145 | 16 | 72 | 145 | 16 |
Avg Bars in Losers | 39 | 60 | 12 | 39 | 60 | 12 |
Bars Traded | 24496 | 21159 | 3337 | 24496 | 21159 | 3337 |
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 | 696410 | 601637 | -579748 | -578827 | -165149 | -579748 |
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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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