Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058794.4405 | 817263.5968 | 241530.8437 | 11114329.6284 | -4287790.3404 | 15402119.9688 |
Total P&L (%) | 1058.7944 | 817.2636 | 241.5308 | 11114.3296 | -4287.7903 | 15402.12 |
Avg Daily Profit (%) | 0.4437 | 0.3425 | 0.1012 | 0.198 | 0 | 0.2116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197151 | -81738 | -135526 | -104579485 | -49956338 | -66350766 |
Profit Factor | 2.3328 | 3.1258 | 1.5892 | 1.0491 | 0.9643 | 1.1451 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 47.1074 | 47.541 | 46.6667 | 47.1074 | 47.541 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6193 | 3.4492 | 1.8162 | 1.178 | 1.0641 | 1.3087 |
Largest Winning Trade | 238332 | 238332 | 76839 | 27776155 | 16463469 | 27776155 |
Largest Losing Trade | -47856 | -36377 | -47856 | -33384462 | -33384462 | -22334936 |
Avg Bars in Trades | 114 | 79 | 149 | 114 | 79 | 149 |
Avg Bars in Winners | 166 | 105 | 229 | 166 | 105 | 229 |
Avg Bars in Losers | 67 | 56 | 78 | 67 | 56 | 78 |
Bars Traded | 13812 | 4869 | 8943 | 13812 | 4869 | 8943 |
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 | 495344 | -147408 | -225359 | -159277 | -741747 | -223225 |
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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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