Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2404913.8306 | 2432003.6625 | -27089.8319 | 367722.168 | 1795853.1588 | -1428130.9908 |
Total P&L (%) | 2404.9138 | 2432.0037 | -27.0898 | 367.7222 | 1795.8532 | -1428.131 |
Avg Daily Profit (%) | 1.1548 | 1.1678 | -0.013 | 0.0741 | 0.1414 | 0 |
Buy And Hold Return (%) | 479.2622 | 479.2622 | 479.2622 | 479.2622 | 479.2622 | 479.2622 |
Max Trade Drawdown | -128289 | -88897 | -115408 | -2491782 | -1332409 | -1819156 |
Profit Factor | 3.1591 | 5.5399 | 0.9531 | 1.0269 | 1.2787 | 0.8029 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 197 | 100 | 97 | 197 | 100 | 97 |
Profitability (%) | 31.1189 | 30.0699 | 32.1678 | 31.1189 | 30.0699 | 32.1678 |
Ratio Avg Win / Avg Loss | 6.9926 | 12.8834 | 2.0099 | 2.2729 | 2.9738 | 1.6931 |
Largest Winning Trade | 2359283 | 2359283 | 48375 | 2788333 | 2788333 | 618095 |
Largest Losing Trade | -32492 | -16731 | -32492 | -739330 | -285126 | -739330 |
Avg Bars in Trades | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Winners | 187 | 180 | 193 | 187 | 180 | 193 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 24805 | 11804 | 13001 | 24805 | 11804 | 13001 |
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 | 444344 | 448792 | -585110 | -455487 | -13184 | -585110 |
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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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