Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2735429.1501 | 2472631.5306 | 262797.6195 | 102148302.648 | 44289837.4072 | 57858465.2408 |
Total P&L (%) | 2735.4292 | 2472.6315 | 262.7976 | 102148.3026 | 44289.8374 | 57858.4652 |
Avg Daily Profit (%) | 1.1852 | 1.0713 | 0.1139 | 0.3007 | 0.2645 | 0.276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112562 | -46116 | -119798 | -44301666 | -30797011 | -13504655 |
Profit Factor | 7.126 | 11.0067 | 2.3178 | 2.2153 | 1.8254 | 2.9038 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 33.3333 | 27.6596 | 39.1304 | 33.3333 | 27.6596 | 39.1304 |
Ratio Avg Win / Avg Loss | 14.2521 | 28.7867 | 3.6054 | 4.4306 | 4.7741 | 4.517 |
Largest Winning Trade | 1883267 | 1883267 | 80799 | 51102206 | 47419704 | 51102206 |
Largest Losing Trade | -52048 | -20970 | -52048 | -25459251 | -25459251 | -7560969 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 110 | 109 | 110 | 110 | 109 | 110 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 4297 | 1888 | 2409 | 4297 | 1888 | 2409 |
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 | 568625 | 141044 | -40727 | 247709 | -5960 | 362829 |
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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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