Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326273.5384 | 1070571.1815 | 255702.3569 | 152433971.1346 | 109604681.5208 | 42829289.6138 |
Total P&L (%) | 1326.2735 | 1070.5712 | 255.7024 | 152433.9711 | 109604.6815 | 42829.2896 |
Avg Daily Profit (%) | 0.7267 | 0.5866 | 0.1401 | 0.4024 | 0.3843 | 0.3327 |
Buy And Hold Return (%) | 756.4989 | 756.4989 | 756.4989 | 756.4989 | 756.4989 | 756.4989 |
Max Trade Drawdown | -67433 | -40926 | -52068 | -77038068 | -61711652 | -59075041 |
Profit Factor | 3.2852 | 4.7713 | 1.8624 | 1.3657 | 1.4894 | 1.222 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 48.6111 | 45.8333 | 51.3889 | 48.6111 | 45.8333 | 51.3889 |
Ratio Avg Win / Avg Loss | 3.4729 | 5.6388 | 1.7617 | 1.4437 | 1.7602 | 1.156 |
Largest Winning Trade | 297905 | 297905 | 64683 | 64236041 | 64236041 | 40857445 |
Largest Losing Trade | -35035 | -22125 | -35035 | -26536022 | -26536022 | -23262319 |
Avg Bars in Trades | 149 | 140 | 157 | 149 | 140 | 157 |
Avg Bars in Winners | 229 | 223 | 234 | 229 | 223 | 234 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 21462 | 10144 | 11318 | 21462 | 10144 | 11318 |
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 | 364538 | -98724 | -247530 | 363380 | -69113 | -70499 |
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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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