Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247864.7777 | 1282624.0209 | -34759.2432 | 211759.7323 | 618585.0613 | -406825.3291 |
Total P&L (%) | 1247.8648 | 1282.624 | -34.7592 | 211.7597 | 618.5851 | -406.8253 |
Avg Daily Profit (%) | 0.6885 | 0.7077 | -0.0192 | 0.0628 | 0.1089 | 0 |
Buy And Hold Return (%) | 494.1499 | 494.1499 | 494.1499 | 494.1499 | 494.1499 | 494.1499 |
Max Trade Drawdown | -267868 | -211275 | -81773 | -2961045 | -2391731 | -940532 |
Profit Factor | 2.1639 | 2.7874 | 0.9019 | 1.0292 | 1.1268 | 0.8288 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 168 | 63 | 105 | 168 | 63 | 105 |
Losing Trades | 283 | 162 | 121 | 283 | 162 | 121 |
Profitability (%) | 37.2506 | 28 | 46.4602 | 37.2506 | 28 | 46.4602 |
Ratio Avg Win / Avg Loss | 3.6452 | 7.1675 | 1.0394 | 1.7337 | 2.8975 | 0.9551 |
Largest Winning Trade | 772221 | 772221 | 12427 | 1394531 | 1394531 | 277854 |
Largest Losing Trade | -46626 | -46626 | -32183 | -810208 | -810208 | -273279 |
Avg Bars in Trades | 46 | 86 | 7 | 46 | 86 | 7 |
Avg Bars in Winners | 79 | 197 | 8 | 79 | 197 | 8 |
Avg Bars in Losers | 27 | 43 | 6 | 27 | 43 | 6 |
Bars Traded | 21128 | 19461 | 1667 | 21128 | 19461 | 1667 |
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 | 367049 | -1744 | -579582 | -464810 | -230548 | -581249 |
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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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