Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610612.9772 | 1542770.1994 | 67842.7778 | 2055718.3688 | -1628268.8848 | 3683987.2537 |
Total P&L (%) | 1610.613 | 1542.7702 | 67.8428 | 2055.7184 | -1628.2689 | 3683.9873 |
Avg Daily Profit (%) | 0.8979 | 0.8601 | 0.0378 | 0.1713 | 0 | 0.2028 |
Buy And Hold Return (%) | 411.7778 | 411.7778 | 411.7778 | 411.7778 | 411.7778 | 411.7778 |
Max Trade Drawdown | -87153 | -145723 | -137139 | -4699044 | -5082246 | -2076128 |
Profit Factor | 2.5265 | 3.9388 | 1.128 | 1.0821 | 0.884 | 1.3344 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 203 | 100 | 103 | 203 | 100 | 103 |
Losing Trades | 211 | 107 | 104 | 211 | 107 | 104 |
Profitability (%) | 49.0338 | 48.3092 | 49.7585 | 49.0338 | 48.3092 | 49.7585 |
Ratio Avg Win / Avg Loss | 2.6261 | 4.2145 | 1.1389 | 1.1247 | 0.9459 | 1.3474 |
Largest Winning Trade | 1307311 | 1307311 | 46734 | 1525566 | 1525566 | 1151206 |
Largest Losing Trade | -31991 | -24882 | -31991 | -892056 | -892056 | -533565 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 73 | 60 | 85 | 73 | 60 | 85 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 21054 | 9439 | 11615 | 21054 | 9439 | 11615 |
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 | 631962 | 635685 | -387472 | -122019 | -580907 | 316434 |
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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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