Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413703.1538 | 380148.2609 | 33554.8928 | 39569079.4032 | 16490720.0236 | 23078359.3796 |
Total P&L (%) | 413.7032 | 380.1483 | 33.5549 | 39569.0794 | 16490.72 | 23078.3594 |
Avg Daily Profit (%) | 0.1909 | 0.1754 | 0.0155 | 0.2764 | 0.2361 | 0.2516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -503289 | -81369 | -486095 | -4728200 | -2756442 | -2733510 |
Profit Factor | 1.367 | 1.8164 | 1.0507 | 3.2922 | 2.4288 | 5.0337 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 172 | 86 | 86 | 176 | 88 | 88 |
Losing Trades | 96 | 48 | 48 | 92 | 46 | 46 |
Profitability (%) | 64.1791 | 64.1791 | 64.1791 | 65.6716 | 65.6716 | 65.6716 |
Ratio Avg Win / Avg Loss | 0.763 | 1.0138 | 0.5865 | 1.7209 | 1.2696 | 2.6313 |
Largest Winning Trade | 49785 | 49785 | 38928 | 5302969 | 3987213 | 5302969 |
Largest Losing Trade | -291951 | -48022 | -291951 | -2262042 | -2262042 | -1352594 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 38 | 33 | 44 | 42 | 37 | 46 |
Avg Bars in Losers | 62 | 74 | 49 | 56 | 68 | 45 |
Bars Traded | 12657 | 6488 | 6169 | 12657 | 6488 | 6169 |
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 | 345952 | 409848 | -339719 | 663056 | 493042 | 652708 |
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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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