Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864578.3679 | 1582253.5619 | 282324.806 | 25036906.9878 | 5610577.2088 | 19426329.779 |
Total P&L (%) | 1864.5784 | 1582.2536 | 282.3248 | 25036.907 | 5610.5772 | 19426.3298 |
Avg Daily Profit (%) | 0.7833 | 0.6647 | 0.1186 | 0.2325 | 0.1701 | 0.2218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100903 | -113881 | -59160 | -55760077 | -64753965 | -39038908 |
Profit Factor | 4.0185 | 5.0728 | 2.2316 | 1.1097 | 1.0383 | 1.2382 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 43.5294 | 32.5581 | 54.7619 | 43.5294 | 32.5581 | 54.7619 |
Ratio Avg Win / Avg Loss | 5.2132 | 10.508 | 1.8435 | 1.4397 | 2.1507 | 1.0228 |
Largest Winning Trade | 1027372 | 1027372 | 55384 | 42745638 | 42745638 | 19204667 |
Largest Losing Trade | -42422 | -42422 | -28177 | -31255462 | -31255462 | -21642253 |
Avg Bars in Trades | 81 | 89 | 72 | 81 | 89 | 72 |
Avg Bars in Winners | 136 | 175 | 112 | 136 | 175 | 112 |
Avg Bars in Losers | 39 | 48 | 24 | 39 | 48 | 24 |
Bars Traded | 6917 | 3856 | 3061 | 6917 | 3856 | 3061 |
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 | 641139 | 472536 | -29755 | -93791 | -176264 | 309271 |
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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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