Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1444435.3716 | 1227413.7914 | 217021.5802 | 111462059.2955 | 79056431.913 | 32405627.3825 |
Total P&L (%) | 1444.4354 | 1227.4138 | 217.0216 | 111462.0593 | 79056.4319 | 32405.6274 |
Avg Daily Profit (%) | 0.6492 | 0.5516 | 0.0975 | 0.3159 | 0.3004 | 0.2603 |
Buy And Hold Return (%) | 497.142 | 497.142 | 497.142 | 497.142 | 497.142 | 497.142 |
Max Trade Drawdown | -87434 | -74513 | -89435 | -92441699 | -71072525 | -55512968 |
Profit Factor | 2.3366 | 3.3125 | 1.3946 | 1.183 | 1.2744 | 1.101 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 49.2647 | 49.2647 | 49.2647 | 49.2647 | 49.2647 | 49.2647 |
Ratio Avg Win / Avg Loss | 2.4063 | 3.4114 | 1.4363 | 1.2183 | 1.3125 | 1.1338 |
Largest Winning Trade | 464656 | 464656 | 52595 | 38860988 | 31908413 | 38860988 |
Largest Losing Trade | -40687 | -40687 | -28191 | -25806592 | -21911466 | -25806592 |
Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Winners | 64 | 56 | 72 | 64 | 56 | 72 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 13115 | 5948 | 7167 | 13115 | 5948 | 7167 |
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 | 513663 | 472830 | -228350 | -9051 | 300382 | -101400 |
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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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