Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646904.7685 | 476701.1966 | 170203.5719 | 849748.1242 | 10585766.4052 | -9736018.281 |
Total P&L (%) | 646.9048 | 476.7012 | 170.2036 | 849.7481 | 10585.7664 | -9736.0183 |
Avg Daily Profit (%) | 0.3401 | 0.2506 | 0.0895 | 0.1184 | 0.2459 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307861 | -221451 | -161883 | -42115046 | -15091233 | -36511877 |
Profit Factor | 1.351 | 1.5426 | 1.1765 | 1.0066 | 1.1939 | 0.8674 |
Total Trades | 637 | 318 | 319 | 637 | 318 | 319 |
Winning Trades | 220 | 107 | 113 | 220 | 107 | 113 |
Losing Trades | 417 | 211 | 206 | 417 | 211 | 206 |
Profitability (%) | 34.5369 | 33.6478 | 35.4232 | 34.5369 | 33.6478 | 35.4232 |
Ratio Avg Win / Avg Loss | 2.5607 | 3.042 | 2.1447 | 1.908 | 2.3544 | 1.5813 |
Largest Winning Trade | 226547 | 226547 | 45458 | 9571374 | 8283574 | 9571374 |
Largest Losing Trade | -34158 | -34158 | -28629 | -6068149 | -3537527 | -6068149 |
Avg Bars in Trades | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 5645 | 2905 | 2741 | 5645 | 2905 | 2741 |
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 | 300007 | 207252 | -103111 | -249045 | -2653 | -582278 |
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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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