Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214435.7387 | 1016250.5805 | 198185.1581 | 38179319.0365 | 22746721.4851 | 15432597.5514 |
Total P&L (%) | 1214.4357 | 1016.2506 | 198.1852 | 38179.319 | 22746.7215 | 15432.5976 |
Avg Daily Profit (%) | 0.6702 | 0.5608 | 0.1094 | 0.3288 | 0.3002 | 0.2788 |
Buy And Hold Return (%) | 497.8728 | 497.8728 | 497.8728 | 497.8728 | 497.8728 | 497.8728 |
Max Trade Drawdown | -109064 | -54575 | -96378 | -14734458 | -21072513 | -8194740 |
Profit Factor | 2.2333 | 3.0043 | 1.4149 | 1.3896 | 1.4208 | 1.3513 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 170 | 91 | 79 | 170 | 91 | 79 |
Profitability (%) | 40.9722 | 36.8056 | 45.1389 | 40.9722 | 36.8056 | 45.1389 |
Ratio Avg Win / Avg Loss | 3.2175 | 5.1583 | 1.7197 | 2.002 | 2.4394 | 1.6424 |
Largest Winning Trade | 287679 | 287679 | 38025 | 20438608 | 20438608 | 8273392 |
Largest Losing Trade | -29353 | -20579 | -29353 | -6072022 | -6072022 | -3199466 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5370 | 2795 | 2575 | 5370 | 2795 | 2575 |
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 | 382319 | 187910 | -212640 | 329556 | 208835 | 303647 |
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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) |
---|