Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947368.9418 | 720853.0273 | 226515.9145 | 29925511.2704 | 38346770.5498 | -8421259.2794 |
Total P&L (%) | 947.3689 | 720.853 | 226.5159 | 29925.5113 | 38346.7706 | -8421.2593 |
Avg Daily Profit (%) | 0.3788 | 0.2882 | 0.0906 | 0.2284 | 0.2383 | 0 |
Buy And Hold Return (%) | 192.46 | 192.46 | 192.46 | 192.46 | 192.46 | 192.46 |
Max Trade Drawdown | -130766 | -81609 | -73269 | -110682379 | -52537985 | -74351068 |
Profit Factor | 1.7244 | 2.1273 | 1.3389 | 1.0723 | 1.2065 | 0.9631 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 324 | 160 | 164 | 324 | 160 | 164 |
Profitability (%) | 36.3458 | 37.2549 | 35.4331 | 36.3458 | 37.2549 | 35.4331 |
Ratio Avg Win / Avg Loss | 3.02 | 3.5829 | 2.4398 | 1.878 | 2.0319 | 1.7549 |
Largest Winning Trade | 199343 | 199343 | 38442 | 23376119 | 23376119 | 16544715 |
Largest Losing Trade | -29214 | -28171 | -29214 | -23154815 | -11776347 | -23154815 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4938 | 2508 | 2430 | 4938 | 2508 | 2430 |
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 | 326143 | 233611 | -185953 | -133932 | 183168 | -582614 |
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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) |
---|