Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206858.1357 | 992195.0424 | 214663.0933 | 30055100.6196 | 6025791.2221 | 24029309.3975 |
Total P&L (%) | 1206.8581 | 992.195 | 214.6631 | 30055.1006 | 6025.7912 | 24029.3094 |
Avg Daily Profit (%) | 0.5222 | 0.4293 | 0.0929 | 0.2473 | 0.1782 | 0.2377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107114 | -99388 | -70606 | -34449900 | -21784803 | -18968545 |
Profit Factor | 2.5172 | 3.3503 | 1.575 | 1.2382 | 1.0797 | 1.4751 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 49.6063 | 43.75 | 55.5556 | 49.6063 | 43.75 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.5571 | 4.3075 | 1.26 | 1.2578 | 1.3882 | 1.1801 |
Largest Winning Trade | 224815 | 224815 | 82853 | 15598425 | 15598425 | 10214931 |
Largest Losing Trade | -46351 | -34143 | -46351 | -9041840 | -9041840 | -8323360 |
Avg Bars in Trades | 102 | 88 | 116 | 102 | 88 | 116 |
Avg Bars in Winners | 136 | 126 | 145 | 136 | 126 | 145 |
Avg Bars in Losers | 68 | 60 | 80 | 68 | 60 | 80 |
Bars Traded | 13019 | 5691 | 7328 | 13019 | 5691 | 7328 |
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 | 567851 | -125484 | -213151 | 299948 | -266909 | -136446 |
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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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