Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73993.6399 | 324401.0819 | -250407.442 | -96800.8306 | 4129111.6399 | -4225912.4705 |
Total P&L (%) | 73.9936 | 324.4011 | -250.4074 | -96.8008 | 4129.1116 | -4225.9125 |
Avg Daily Profit (%) | 0.0312 | 0.1369 | -0.1057 | -0.1452 | 0.1582 | 0 |
Buy And Hold Return (%) | 504.6326 | 504.6326 | 504.6326 | 504.6326 | 504.6326 | 504.6326 |
Max Trade Drawdown | -425847 | -180381 | -394824 | -4618109 | -536814 | -5125878 |
Profit Factor | 1.0164 | 1.1579 | 0.8986 | 0.9951 | 1.5907 | 0.6671 |
Total Trades | 2441 | 1220 | 1221 | 2441 | 1220 | 1221 |
Winning Trades | 1395 | 699 | 696 | 1395 | 699 | 696 |
Losing Trades | 1046 | 521 | 525 | 1046 | 521 | 525 |
Profitability (%) | 57.1487 | 57.2951 | 57.0025 | 57.1487 | 57.2951 | 57.0025 |
Ratio Avg Win / Avg Loss | 0.7621 | 0.863 | 0.6778 | 0.7461 | 1.1857 | 0.5032 |
Largest Winning Trade | 38131 | 29952 | 38131 | 437950 | 437950 | 330414 |
Largest Losing Trade | -39420 | -32743 | -39420 | -857964 | -426652 | -857964 |
Avg Bars in Trades | 1 | 1 | 2 | 1 | 1 | 2 |
Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 4735 | 2286 | 2449 | 4735 | 2286 | 2449 |
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 | -512799 | -217545 | -573845 | -572434 | 594287 | -573845 |
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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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