Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2047186.2529 | 1741592.848 | 305593.4049 | 65245934.8552 | 36142483.7332 | 29103451.122 |
Total P&L (%) | 2047.1863 | 1741.5928 | 305.5934 | 65245.9349 | 36142.4837 | 29103.4511 |
Avg Daily Profit (%) | 0.8596 | 0.7313 | 0.1283 | 0.2726 | 0.2477 | 0.2387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93187 | -71932 | -52185 | -106742756 | -74415791 | -52318848 |
Profit Factor | 4.6726 | 7.444 | 2.0642 | 1.2737 | 1.3342 | 1.2234 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 31.2977 | 25.7576 | 36.9231 | 31.2977 | 25.7576 | 36.9231 |
Ratio Avg Win / Avg Loss | 10.2569 | 21.4562 | 3.5263 | 2.7959 | 3.8455 | 2.09 |
Largest Winning Trade | 1096286 | 1096286 | 70846 | 58852799 | 49272258 | 58852799 |
Largest Losing Trade | -22643 | -22643 | -19791 | -13745470 | -13745470 | -13509210 |
Avg Bars in Trades | 70 | 70 | 71 | 70 | 70 | 71 |
Avg Bars in Winners | 176 | 186 | 169 | 176 | 186 | 169 |
Avg Bars in Losers | 22 | 29 | 14 | 22 | 29 | 14 |
Bars Traded | 9270 | 4627 | 4643 | 9270 | 4627 | 4643 |
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 | 498478 | -129826 | -154832 | 99578 | -141084 | -127948 |
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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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