Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2366836.1145 | 2369625.6366 | -2789.5221 | 456518.7506 | 2795158.6595 | -2338639.9088 |
Total P&L (%) | 2366.8361 | 2369.6256 | -2.7895 | 456.5188 | 2795.1587 | -2338.6399 |
Avg Daily Profit (%) | 1.1362 | 1.1375 | -0.0013 | 0.0824 | 0.1617 | 0 |
Buy And Hold Return (%) | 351.7957 | 351.7957 | 351.7957 | 351.7957 | 351.7957 | 351.7957 |
Max Trade Drawdown | -195595 | -107018 | -141855 | -5357988 | -2727586 | -2813521 |
Profit Factor | 2.8118 | 4.7923 | 0.9959 | 1.0342 | 1.4366 | 0.664 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 197 | 104 | 93 | 197 | 104 | 93 |
Losing Trades | 236 | 112 | 124 | 236 | 112 | 124 |
Profitability (%) | 45.4965 | 48.1481 | 42.8571 | 45.4965 | 48.1481 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.3685 | 5.161 | 1.3279 | 1.2389 | 1.5471 | 0.8853 |
Largest Winning Trade | 2260615 | 2260615 | 48674 | 5111204 | 5111204 | 873597 |
Largest Losing Trade | -38961 | -34853 | -38961 | -1230841 | -1191585 | -1230841 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 81 | 68 | 96 | 81 | 68 | 96 |
Avg Bars in Losers | 35 | 41 | 30 | 35 | 41 | 30 |
Bars Traded | 24524 | 11852 | 12672 | 24524 | 11852 | 12672 |
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 | 689580 | 748091 | -581308 | -338496 | 345407 | -582975 |
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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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