Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309436.5058 | 1320321.5774 | -10885.0716 | 11212481.0062 | 37399980.2119 | -26187499.2057 |
Total P&L (%) | 1309.4365 | 1320.3216 | -10.8851 | 11212.481 | 37399.9802 | -26187.4992 |
Avg Daily Profit (%) | 0.7065 | 0.7123 | -0.0059 | 0.2554 | 0.3203 | 0 |
Buy And Hold Return (%) | 7892.8456 | 7892.8456 | 7892.8456 | 7892.8456 | 7892.8456 | 7892.8456 |
Max Trade Drawdown | -123816 | -51196 | -117418 | -33748792 | -11067194 | -30104219 |
Profit Factor | 2.4235 | 4.11 | 0.978 | 1.117 | 1.8666 | 0.503 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 45.6274 | 46.9697 | 44.2748 | 45.6274 | 46.9697 | 44.2748 |
Ratio Avg Win / Avg Loss | 2.888 | 4.6403 | 1.231 | 1.3311 | 2.1074 | 0.6331 |
Largest Winning Trade | 367819 | 367819 | 61066 | 34696372 | 34696372 | 4085659 |
Largest Losing Trade | -26957 | -26957 | -26768 | -4603153 | -3275774 | -4603153 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 7057 | 3607 | 3450 | 7057 | 3607 | 3450 |
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 | -148840 | -147323 | -581266 | -118319 | 357766 | -582933 |
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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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