Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251332.4982 | 1028315.265 | 223017.2331 | 63743696.9098 | 34893202.8788 | 28850494.031 |
Total P&L (%) | 1251.3325 | 1028.3153 | 223.0172 | 63743.6969 | 34893.2029 | 28850.494 |
Avg Daily Profit (%) | 0.6879 | 0.5653 | 0.1226 | 0.3557 | 0.3226 | 0.3121 |
Buy And Hold Return (%) | 658.809 | 658.809 | 658.809 | 658.809 | 658.809 | 658.809 |
Max Trade Drawdown | -66892 | -69005 | -65872 | -34653592 | -29187935 | -19221555 |
Profit Factor | 2.2074 | 2.7576 | 1.4942 | 1.3411 | 1.3183 | 1.3736 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 49.6575 | 47.2603 | 52.0548 | 49.6575 | 47.2603 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.2379 | 3.0773 | 1.3762 | 1.3596 | 1.4711 | 1.2652 |
Largest Winning Trade | 293127 | 293127 | 36453 | 16759469 | 16759469 | 13624997 |
Largest Losing Trade | -28323 | -28323 | -20354 | -12331309 | -12331309 | -10541126 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 15 | 24 | 6 | 15 | 24 | 6 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 3589 | 2685 | 904 | 3589 | 2685 | 904 |
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 | 378745 | 203428 | -193465 | 409528 | 299720 | 356615 |
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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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