Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635228.621 | 1515660.2371 | 119568.3839 | 1479992.4275 | 10789500.7561 | -9309508.3285 |
Total P&L (%) | 1635.2286 | 1515.6602 | 119.5684 | 1479.9924 | 10789.5008 | -9309.5083 |
Avg Daily Profit (%) | 0.6886 | 0.6382 | 0.0503 | 0.1163 | 0.1977 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213225 | -136123 | -96275 | -25650781 | -15238166 | -15042275 |
Profit Factor | 2.6443 | 3.7327 | 1.2718 | 1.018 | 1.2448 | 0.7548 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 31.5789 | 25.3731 | 37.8788 | 31.5789 | 25.3731 | 37.8788 |
Ratio Avg Win / Avg Loss | 5.7293 | 10.9784 | 2.0858 | 2.2058 | 3.6612 | 1.2378 |
Largest Winning Trade | 1040652 | 1040652 | 64235 | 17080839 | 17080839 | 5186120 |
Largest Losing Trade | -32766 | -32766 | -30256 | -7590087 | -3884163 | -7590087 |
Avg Bars in Trades | 104 | 88 | 121 | 104 | 88 | 121 |
Avg Bars in Winners | 241 | 244 | 239 | 241 | 244 | 239 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 13924 | 5924 | 8000 | 13924 | 5924 | 8000 |
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 | 376046 | -126479 | -253824 | -243723 | -136252 | -708283 |
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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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