Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769130.9081 | 814157.657 | -45026.7488 | 173688.7918 | 3471969.5399 | -3298280.7481 |
Total P&L (%) | 769.1309 | 814.1577 | -45.0267 | 173.6888 | 3471.9695 | -3298.2807 |
Avg Daily Profit (%) | 0.34 | 0.3599 | -0.0199 | 0.0445 | 0.1582 | 0 |
Buy And Hold Return (%) | 198.3015 | 198.3015 | 198.3015 | 198.3015 | 198.3015 | 198.3015 |
Max Trade Drawdown | -209441 | -133208 | -129232 | -5551891 | -2760056 | -3712717 |
Profit Factor | 1.4663 | 1.9785 | 0.9449 | 1.0058 | 1.2459 | 0.7918 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 236 | 121 | 115 | 236 | 121 | 115 |
Profitability (%) | 44.9883 | 43.7209 | 46.2617 | 44.9883 | 43.7209 | 46.2617 |
Ratio Avg Win / Avg Loss | 1.793 | 2.5467 | 1.0976 | 1.2299 | 1.6037 | 0.9198 |
Largest Winning Trade | 473729 | 473729 | 49776 | 3932619 | 3932619 | 836681 |
Largest Losing Trade | -44832 | -39152 | -44832 | -2611738 | -951392 | -2611738 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 13031 | 5309 | 7721 | 13031 | 5309 | 7721 |
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 | 338703 | 339849 | -580000 | -513089 | 250207 | -581667 |
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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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