Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394322.0386 | 1264683.2298 | 129638.8088 | 77131504.0338 | 76593792.2673 | 537711.7665 |
Total P&L (%) | 1394.322 | 1264.6832 | 129.6388 | 77131.504 | 76593.7923 | 537.7118 |
Avg Daily Profit (%) | 0.7482 | 0.6787 | 0.0696 | 0.3575 | 0.3571 | 0.0995 |
Buy And Hold Return (%) | 5873.3023 | 5873.3023 | 5873.3023 | 5873.3023 | 5873.3023 | 5873.3023 |
Max Trade Drawdown | -92166 | -85735 | -88681 | -31739450 | -29059322 | -28150290 |
Profit Factor | 2.0274 | 2.5851 | 1.2318 | 1.2618 | 1.4557 | 1.0042 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 227 | 112 | 115 | 227 | 112 | 115 |
Losing Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Profitability (%) | 49.5633 | 48.9083 | 50.2183 | 49.5633 | 48.9083 | 50.2183 |
Ratio Avg Win / Avg Loss | 2.0631 | 2.7005 | 1.2211 | 1.284 | 1.5207 | 0.9955 |
Largest Winning Trade | 451543 | 451543 | 41076 | 17909350 | 17909350 | 10335823 |
Largest Losing Trade | -33921 | -27180 | -33921 | -13497209 | -11170271 | -13497209 |
Avg Bars in Trades | 8 | 11 | 4 | 8 | 11 | 4 |
Avg Bars in Winners | 10 | 15 | 4 | 10 | 15 | 4 |
Avg Bars in Losers | 5 | 7 | 3 | 5 | 7 | 3 |
Bars Traded | 3675 | 2683 | 992 | 3675 | 2683 | 992 |
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 | -146699 | -148223 | -265212 | 422478 | 432832 | -442110 |
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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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