Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049342.7227 | 829002.2668 | 220340.4559 | 17994705.8087 | 13481002.8175 | 4513702.9913 |
Total P&L (%) | 1049.3427 | 829.0023 | 220.3405 | 17994.7058 | 13481.0028 | 4513.703 |
Avg Daily Profit (%) | 0.531 | 0.4195 | 0.1115 | 0.2634 | 0.2489 | 0.1941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72999 | -134031 | -81030 | -20765460 | -27194080 | -10296986 |
Profit Factor | 2.5415 | 3.6703 | 1.595 | 1.2243 | 1.3239 | 1.1169 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 39.5349 | 40 | 39.0625 | 39.5349 | 40 | 39.0625 |
Ratio Avg Win / Avg Loss | 3.8869 | 5.5055 | 2.4883 | 1.8725 | 1.9859 | 1.7424 |
Largest Winning Trade | 309568 | 309568 | 72357 | 22426096 | 22426096 | 10722087 |
Largest Losing Trade | -47048 | -39954 | -47048 | -9860071 | -9860071 | -6583533 |
Avg Bars in Trades | 89 | 64 | 115 | 89 | 64 | 115 |
Avg Bars in Winners | 167 | 112 | 224 | 167 | 112 | 224 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 11539 | 4161 | 7378 | 11539 | 4161 | 7378 |
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 | 431442 | -119113 | -184842 | 201033 | -126050 | -226530 |
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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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