Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2311655.8484 | 2385791.4214 | -74135.573 | 29472.1134 | 1036023.1178 | -1006551.0043 |
Total P&L (%) | 2311.6558 | 2385.7914 | -74.1356 | 29.4721 | 1036.0231 | -1006.551 |
Avg Daily Profit (%) | 1.1099 | 1.1455 | -0.0356 | 0.0124 | 0.1168 | 0 |
Buy And Hold Return (%) | 328.0436 | 328.0436 | 328.0436 | 328.0436 | 328.0436 | 328.0436 |
Max Trade Drawdown | -159477 | -104334 | -155972 | -1960747 | -1207497 | -1063588 |
Profit Factor | 2.8456 | 5.3708 | 0.8951 | 1.0059 | 1.4382 | 0.6118 |
Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
Winning Trades | 168 | 80 | 88 | 168 | 80 | 88 |
Losing Trades | 305 | 156 | 149 | 305 | 156 | 149 |
Profitability (%) | 35.518 | 33.8983 | 37.1308 | 35.518 | 33.8983 | 37.1308 |
Ratio Avg Win / Avg Loss | 5.1662 | 10.4731 | 1.5156 | 1.8263 | 2.8045 | 1.0358 |
Largest Winning Trade | 2384117 | 2384117 | 50542 | 1931882 | 1931882 | 178637 |
Largest Losing Trade | -41147 | -32685 | -41147 | -447852 | -447852 | -379527 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 95 | 101 | 90 | 95 | 101 | 90 |
Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
Bars Traded | 24508 | 11894 | 12614 | 24508 | 11894 | 12614 |
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 | 565457 | 574215 | -582320 | -558082 | -43235 | -583431 |
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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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