Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2986596.1392 | 2769808.6639 | 216787.4753 | 9867110.2719 | -4691434.2061 | 14558544.478 |
Total P&L (%) | 2986.5961 | 2769.8087 | 216.7875 | 9867.1103 | -4691.4342 | 14558.5445 |
Avg Daily Profit (%) | 1.2945 | 1.2005 | 0.094 | 0.1997 | 0 | 0.2164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132827 | -160497 | -61046 | -13036534 | -18189791 | -5765880 |
Profit Factor | 5.2555 | 7.1636 | 1.8588 | 1.1818 | 0.878 | 1.9188 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 41.7722 | 37.5 | 46.1538 | 41.7722 | 37.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 7.3259 | 11.9394 | 2.1686 | 1.6473 | 1.4633 | 2.2386 |
Largest Winning Trade | 2509841 | 2509841 | 62245 | 6251334 | 6243502 | 6251334 |
Largest Losing Trade | -42971 | -42971 | -28166 | -7001899 | -7001899 | -2599669 |
Avg Bars in Trades | 170 | 176 | 163 | 170 | 176 | 163 |
Avg Bars in Winners | 264 | 271 | 259 | 264 | 271 | 259 |
Avg Bars in Losers | 101 | 119 | 81 | 101 | 119 | 81 |
Bars Traded | 13431 | 7054 | 6377 | 13431 | 7054 | 6377 |
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 | -12899 | 619522 | -65469 | -45929 | -583944 | 372473 |
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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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