Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2907699.5044 | 2646908.2913 | 260791.2131 | 95357309.099 | 34958001.6695 | 60399307.4294 |
Total P&L (%) | 2907.6995 | 2646.9083 | 260.7912 | 95357.3091 | 34958.0017 | 60399.3074 |
Avg Daily Profit (%) | 1.2553 | 1.1427 | 0.1126 | 0.2967 | 0.2533 | 0.2769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66258 | -77517 | -71970 | -12844021 | -16553160 | -5087630 |
Profit Factor | 7.892 | 11.4029 | 2.5574 | 2.7377 | 1.8504 | 5.3868 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 40.5797 | 31.4286 | 50 | 40.5797 | 31.4286 | 50 |
Ratio Avg Win / Avg Loss | 11.5561 | 24.879 | 2.5574 | 4.0088 | 4.0373 | 5.3868 |
Largest Winning Trade | 2086613 | 2086613 | 81627 | 36423632 | 32880104 | 36423632 |
Largest Losing Trade | -41688 | -35328 | -41688 | -12844021 | -12844021 | -2681225 |
Avg Bars in Trades | 93 | 81 | 105 | 93 | 81 | 105 |
Avg Bars in Winners | 179 | 188 | 173 | 179 | 188 | 173 |
Avg Bars in Losers | 34 | 32 | 38 | 34 | 32 | 38 |
Bars Traded | 6438 | 2838 | 3600 | 6438 | 2838 | 3600 |
Profit Streak | 0 | 0 | 320.19 | 0 | 0 | 320.19 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87851 | 531354 | -36484 | -95853 | 171824 | 651667 |
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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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