Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3228342.1152 | 2984272.7917 | 244069.3235 | 21573682.6849 | 3898203.9482 | 17675478.7367 |
Total P&L (%) | 3228.3421 | 2984.2728 | 244.0693 | 21573.6827 | 3898.2039 | 17675.4787 |
Avg Daily Profit (%) | 1.3976 | 1.2919 | 0.1057 | 0.2331 | 0.1598 | 0.2245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112950 | -81663 | -82758 | -48934460 | -33535214 | -17993888 |
Profit Factor | 5.2088 | 7.9763 | 1.7194 | 1.1564 | 1.0522 | 1.2796 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 35.3383 | 29.8507 | 40.9091 | 35.3383 | 29.8507 | 40.9091 |
Ratio Avg Win / Avg Loss | 9.531 | 18.7444 | 2.4836 | 2.116 | 2.4726 | 1.8484 |
Largest Winning Trade | 2681468 | 2681468 | 67422 | 25159924 | 25159924 | 20039761 |
Largest Losing Trade | -34845 | -34845 | -26105 | -13154305 | -13154305 | -11932837 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 105 | 114 | 99 | 105 | 114 | 99 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 6714 | 3375 | 3339 | 6714 | 3375 | 3339 |
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 | 586200 | -103272 | -176663 | -44356 | -279705 | -118675 |
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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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