Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019492.9067 | 1074234.42 | -54741.5133 | 133645.8273 | 1533717.2663 | -1400071.439 |
Total P&L (%) | 1019.4929 | 1074.2344 | -54.7415 | 133.6458 | 1533.7173 | -1400.0714 |
Avg Daily Profit (%) | 0.4896 | 0.5158 | -0.0263 | 0.0408 | 0.1342 | 0 |
Buy And Hold Return (%) | 434.7094 | 434.7094 | 434.7094 | 434.7094 | 434.7094 | 434.7094 |
Max Trade Drawdown | -185125 | -123686 | -182784 | -3011177 | -1803553 | -2081782 |
Profit Factor | 1.6073 | 2.3551 | 0.9382 | 1.0104 | 1.2612 | 0.7976 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Losing Trades | 301 | 148 | 153 | 301 | 148 | 153 |
Profitability (%) | 41.4397 | 42.4125 | 40.4669 | 41.4397 | 42.4125 | 40.4669 |
Ratio Avg Win / Avg Loss | 2.2713 | 3.1977 | 1.3803 | 1.4279 | 1.7125 | 1.1734 |
Largest Winning Trade | 927419 | 927419 | 44910 | 2895674 | 2895674 | 874357 |
Largest Losing Trade | -30334 | -21971 | -30334 | -693338 | -349385 | -693338 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 24835 | 12429 | 12406 | 24835 | 12429 | 12406 |
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 | 299680 | 335272 | -582029 | -513915 | -17263 | -582029 |
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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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