Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3035259.1615 | 2742415.996 | 292843.1655 | 88833183.4271 | 46893197.1046 | 41939986.3225 |
Total P&L (%) | 3035.2592 | 2742.416 | 292.8432 | 88833.1834 | 46893.1971 | 41939.9863 |
Avg Daily Profit (%) | 1.3151 | 1.1882 | 0.1269 | 0.2946 | 0.2669 | 0.2621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95720 | -56010 | -53196 | -67439998 | -44316115 | -39479798 |
Profit Factor | 6.1417 | 9.4033 | 2.1094 | 1.3849 | 1.4015 | 1.3679 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 40.625 | 34.375 | 46.875 | 40.625 | 34.375 | 46.875 |
Ratio Avg Win / Avg Loss | 8.9764 | 17.9517 | 2.3906 | 2.0241 | 2.6756 | 1.5503 |
Largest Winning Trade | 2232905 | 2232905 | 80554 | 60739785 | 55617997 | 60739785 |
Largest Losing Trade | -37104 | -32275 | -37104 | -19410236 | -19410236 | -17036752 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 75 | 70 | 78 | 75 | 70 | 78 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 4518 | 1892 | 2626 | 4518 | 1892 | 2626 |
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 | 678056 | -123225 | -160014 | 261143 | -134831 | -130217 |
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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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