Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2959402.8777 | 2861547.8604 | 97855.0173 | 1360758.6605 | -1878285.0543 | 3239043.7148 |
Total P&L (%) | 2959.4029 | 2861.5479 | 97.855 | 1360.7587 | -1878.2851 | 3239.0437 |
Avg Daily Profit (%) | 1.4209 | 1.3739 | 0.047 | 0.1288 | 0 | 0.1686 |
Buy And Hold Return (%) | 56.1815 | 56.1815 | 56.1815 | 56.1815 | 56.1815 | 56.1815 |
Max Trade Drawdown | -159485 | -133200 | -95056 | -12043772 | -9352334 | -5502525 |
Profit Factor | 3.434 | 5.1218 | 1.1876 | 1.0272 | 0.937 | 1.1608 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 116 | 43 | 73 | 116 | 43 | 73 |
Losing Trades | 179 | 104 | 75 | 179 | 104 | 75 |
Profitability (%) | 39.322 | 29.2517 | 49.3243 | 39.322 | 29.2517 | 49.3243 |
Ratio Avg Win / Avg Loss | 5.299 | 12.3877 | 1.2201 | 1.5851 | 2.2662 | 1.1926 |
Largest Winning Trade | 2506754 | 2506754 | 45977 | 6071585 | 6071585 | 1737466 |
Largest Losing Trade | -33223 | -30292 | -33223 | -2055742 | -2055742 | -1618205 |
Avg Bars in Trades | 83 | 129 | 37 | 83 | 129 | 37 |
Avg Bars in Winners | 123 | 268 | 38 | 123 | 268 | 38 |
Avg Bars in Losers | 57 | 71 | 37 | 57 | 71 | 37 |
Bars Traded | 24571 | 18995 | 5576 | 24571 | 18995 | 5576 |
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 | 635860 | 371077 | -153374 | -212671 | -589240 | -36288 |
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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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