Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783392.6587 | 1602822.0724 | 180570.5863 | 5752103.3088 | 3071297.0318 | 2680806.2771 |
Total P&L (%) | 1783.3927 | 1602.8221 | 180.5706 | 5752.1033 | 3071.297 | 2680.8063 |
Avg Daily Profit (%) | 0.7476 | 0.6719 | 0.0757 | 0.1707 | 0.145 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162971 | -102748 | -77217 | -53789727 | -33084888 | -29145712 |
Profit Factor | 3.1965 | 4.3347 | 1.5451 | 1.0369 | 1.0318 | 1.0451 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 29.3233 | 27.2727 | 31.3433 | 29.3233 | 27.2727 | 31.3433 |
Ratio Avg Win / Avg Loss | 7.7045 | 11.5593 | 3.3845 | 2.4991 | 2.7514 | 2.2892 |
Largest Winning Trade | 980493 | 980493 | 65849 | 30763919 | 30763919 | 10163565 |
Largest Losing Trade | -33581 | -33581 | -24355 | -8540067 | -8044715 | -8540067 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 86 | 97 | 76 | 86 | 97 | 76 |
Avg Bars in Losers | 12 | 17 | 7 | 12 | 17 | 7 |
Bars Traded | 4558 | 2583 | 1975 | 4558 | 2583 | 1975 |
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 | 303104 | -124877 | -213122 | -181493 | -327741 | -300154 |
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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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