Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800188.2121 | 710377.8089 | 89810.4032 | 5516047.3001 | 8712500.7969 | -3196453.4968 |
Total P&L (%) | 800.1882 | 710.3778 | 89.8104 | 5516.0473 | 8712.5008 | -3196.4535 |
Avg Daily Profit (%) | 0.3201 | 0.2842 | 0.0359 | 0.1613 | 0.1793 | 0 |
Buy And Hold Return (%) | 708.049 | 708.049 | 708.049 | 708.049 | 708.049 | 708.049 |
Max Trade Drawdown | -96666 | -51945 | -94212 | -5912545 | -4219653 | -5747769 |
Profit Factor | 1.8278 | 2.4083 | 1.1943 | 1.1953 | 1.6038 | 0.7686 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Profitability (%) | 42.5373 | 41.791 | 43.2836 | 42.5373 | 41.791 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.4691 | 3.3544 | 1.5649 | 1.6147 | 2.2338 | 1.0072 |
Largest Winning Trade | 262489 | 262489 | 41257 | 7380608 | 7380608 | 1222430 |
Largest Losing Trade | -45995 | -14698 | -45995 | -1518704 | -951039 | -1518704 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 9824 | 4594 | 5230 | 9824 | 4594 | 5230 |
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 | -113283 | -153827 | -318232 | 92992 | 305231 | -580948 |
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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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