Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240811.9411 | 897531.3852 | 343280.5559 | 124131803.7172 | 37901282.9101 | 86230520.8071 |
Total P&L (%) | 1240.8119 | 897.5314 | 343.2806 | 124131.8037 | 37901.2829 | 86230.5208 |
Avg Daily Profit (%) | 0.5225 | 0.3779 | 0.1446 | 0.3005 | 0.2504 | 0.2851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75917 | -79023 | -73244 | -185307396 | -200193728 | -172360633 |
Profit Factor | 2.6441 | 3.1857 | 1.9977 | 1.1187 | 1.0691 | 1.1737 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 56.0284 | 56.338 | 55.7143 | 56.0284 | 56.338 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.0751 | 2.4689 | 1.5879 | 0.878 | 0.8285 | 0.9329 |
Largest Winning Trade | 186587 | 186587 | 74319 | 104722927 | 61152812 | 104722927 |
Largest Losing Trade | -39548 | -39548 | -38134 | -74612275 | -74612275 | -74425483 |
Avg Bars in Trades | 96 | 65 | 128 | 96 | 65 | 128 |
Avg Bars in Winners | 112 | 59 | 167 | 112 | 59 | 167 |
Avg Bars in Losers | 76 | 74 | 79 | 76 | 74 | 79 |
Bars Traded | 13656 | 4664 | 8992 | 13656 | 4664 | 8992 |
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 | 611708 | -70211 | -89716 | -81522 | -223621 | -115830 |
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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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