Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976200.4777 | 832494.8974 | 143705.5803 | 17501673.4312 | 25793224.9403 | -8291551.5091 |
Total P&L (%) | 976.2005 | 832.4949 | 143.7056 | 17501.6734 | 25793.2249 | -8291.5515 |
Avg Daily Profit (%) | 0.3904 | 0.333 | 0.0575 | 0.207 | 0.2225 | 0 |
Buy And Hold Return (%) | 892.0794 | 892.0794 | 892.0794 | 892.0794 | 892.0794 | 892.0794 |
Max Trade Drawdown | -84440 | -46369 | -103797 | -17230822 | -10925705 | -11840173 |
Profit Factor | 2.0518 | 2.7757 | 1.3129 | 1.3166 | 1.846 | 0.6656 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 224 | 117 | 107 | 224 | 117 | 107 |
Profitability (%) | 42.8571 | 40.3061 | 45.4082 | 42.8571 | 40.3061 | 45.4082 |
Ratio Avg Win / Avg Loss | 2.7358 | 4.1109 | 1.5784 | 1.7554 | 2.734 | 0.8003 |
Largest Winning Trade | 346430 | 346430 | 40851 | 25926591 | 25926591 | 3183946 |
Largest Losing Trade | -38877 | -20987 | -38877 | -4538719 | -4538719 | -3957478 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7367 | 3911 | 3455 | 7367 | 3911 | 3455 |
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 | -123325 | -154327 | -281714 | 321948 | 313614 | -581815 |
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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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