Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2250989.0501 | 2257804.4588 | -6815.4087 | 393716.702 | 2217886.6226 | -1824169.9206 |
Total P&L (%) | 2250.9891 | 2257.8045 | -6.8154 | 393.7167 | 2217.8866 | -1824.1699 |
Avg Daily Profit (%) | 1.0805 | 1.0837 | -0.0033 | 0.0767 | 0.151 | 0 |
Buy And Hold Return (%) | 403.0914 | 403.0914 | 403.0914 | 403.0914 | 403.0914 | 403.0914 |
Max Trade Drawdown | -143810 | -86202 | -130298 | -3789526 | -1403607 | -2728905 |
Profit Factor | 2.4866 | 4.81 | 0.9926 | 1.0273 | 1.4071 | 0.7967 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Losing Trades | 235 | 116 | 119 | 235 | 116 | 119 |
Profitability (%) | 42.5428 | 43.1373 | 41.9512 | 42.5428 | 43.1373 | 41.9512 |
Ratio Avg Win / Avg Loss | 3.3583 | 6.3404 | 1.3735 | 1.3874 | 1.8548 | 1.1025 |
Largest Winning Trade | 2136880 | 2136880 | 60809 | 3100013 | 3100013 | 1036976 |
Largest Losing Trade | -31095 | -29099 | -31095 | -1254907 | -453915 | -1254907 |
Avg Bars in Trades | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Winners | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Losers | 45 | 28 | 62 | 45 | 28 | 62 |
Bars Traded | 24569 | 9892 | 14677 | 24569 | 9892 | 14677 |
Profit Streak | 0 | 10.2878 | 0 | 0 | 10.2878 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591937 | 670880 | -581723 | -447612 | 250914 | -581723 |
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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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