Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1784125.8758 | 1586323.3671 | 197802.5087 | 2853378.9133 | 17539163.6241 | -14685784.7107 |
Total P&L (%) | 1784.1259 | 1586.3234 | 197.8025 | 2853.3789 | 17539.1636 | -14685.7847 |
Avg Daily Profit (%) | 0.7467 | 0.6639 | 0.0828 | 0.1418 | 0.2167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253278 | -104109 | -179101 | -133383500 | -74321811 | -88538031 |
Profit Factor | 2.8706 | 4.9283 | 1.3597 | 1.0093 | 1.1334 | 0.9156 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 54.4715 | 53.2258 | 55.7377 | 54.4715 | 53.2258 | 55.7377 |
Ratio Avg Win / Avg Loss | 2.3993 | 4.331 | 1.0797 | 0.8436 | 0.996 | 0.7271 |
Largest Winning Trade | 1051540 | 1051540 | 75094 | 72574514 | 72574514 | 33054005 |
Largest Losing Trade | -83185 | -38688 | -83185 | -54913399 | -38195802 | -54913399 |
Avg Bars in Trades | 113 | 97 | 129 | 113 | 97 | 129 |
Avg Bars in Winners | 129 | 119 | 140 | 129 | 119 | 140 |
Avg Bars in Losers | 92 | 72 | 115 | 92 | 72 | 115 |
Bars Traded | 13908 | 6030 | 7877 | 13908 | 6030 | 7877 |
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 | 687467 | -134017 | -242920 | -214360 | -221063 | -741714 |
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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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