Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294741.7875 | 1306538.04 | -11796.2525 | 519876.8823 | 2754036.96 | -2234160.0777 |
Total P&L (%) | 1294.7418 | 1306.538 | -11.7963 | 519.8769 | 2754.037 | -2234.1601 |
Avg Daily Profit (%) | 0.6217 | 0.6274 | -0.0057 | 0.0876 | 0.1611 | 0 |
Buy And Hold Return (%) | 481.4153 | 481.4153 | 481.4153 | 481.4153 | 481.4153 | 481.4153 |
Max Trade Drawdown | -139806 | -93218 | -133536 | -4962147 | -3069236 | -2656158 |
Profit Factor | 1.9344 | 2.9673 | 0.9837 | 1.0263 | 1.2874 | 0.78 |
Total Trades | 469 | 235 | 234 | 469 | 235 | 234 |
Winning Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Losing Trades | 271 | 133 | 138 | 271 | 133 | 138 |
Profitability (%) | 42.2175 | 43.4043 | 41.0256 | 42.2175 | 43.4043 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.6475 | 3.8691 | 1.414 | 1.4047 | 1.6786 | 1.1212 |
Largest Winning Trade | 1085455 | 1085455 | 47821 | 4607329 | 4607329 | 970849 |
Largest Losing Trade | -36276 | -27082 | -36276 | -1452146 | -1091579 | -1452146 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
Bars Traded | 24756 | 12649 | 12107 | 24756 | 12649 | 12107 |
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 | 408712 | 435649 | -581932 | -408584 | 218844 | -581932 |
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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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