Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032737.4461 | 783765.5534 | 248971.8927 | 34403777.2126 | 18590418.7221 | 15813358.4905 |
Total P&L (%) | 1032.7374 | 783.7656 | 248.9719 | 34403.7772 | 18590.4187 | 15813.3585 |
Avg Daily Profit (%) | 0.4124 | 0.313 | 0.0994 | 0.2336 | 0.2091 | 0.2027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100782 | -47625 | -128761 | -12947061 | -11614574 | -8216961 |
Profit Factor | 2.2444 | 2.9264 | 1.5885 | 1.48 | 1.4067 | 1.6091 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 47.4359 | 44.8718 | 50 | 47.4359 | 44.8718 | 50 |
Ratio Avg Win / Avg Loss | 2.4871 | 3.5953 | 1.5885 | 1.64 | 1.7282 | 1.6091 |
Largest Winning Trade | 134801 | 134801 | 61074 | 11848126 | 11848126 | 8968907 |
Largest Losing Trade | -47625 | -47625 | -39087 | -10468221 | -10468221 | -7012813 |
Avg Bars in Trades | 31 | 20 | 41 | 31 | 20 | 41 |
Avg Bars in Winners | 44 | 27 | 59 | 44 | 27 | 59 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 4876 | 1636 | 3239 | 4876 | 1636 | 3239 |
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 | 502042 | -21583 | -91732 | 375862 | -26212 | -23351 |
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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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