Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440076.5715 | 1248154.0998 | 191922.4716 | 5940196.0307 | 11094313.6555 | -5154117.6248 |
Total P&L (%) | 1440.0766 | 1248.1541 | 191.9225 | 5940.196 | 11094.3137 | -5154.1176 |
Avg Daily Profit (%) | 0.6058 | 0.525 | 0.0807 | 0.1727 | 0.1987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157458 | -100440 | -88421 | -54831343 | -23880849 | -34195853 |
Profit Factor | 2.6395 | 3.6909 | 1.463 | 1.033 | 1.1215 | 0.9418 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Profitability (%) | 30.3665 | 33.3333 | 27.3684 | 30.3665 | 33.3333 | 27.3684 |
Ratio Avg Win / Avg Loss | 6.0527 | 7.3817 | 3.8826 | 2.3688 | 2.243 | 2.4993 |
Largest Winning Trade | 811300 | 811300 | 70469 | 17872453 | 17872453 | 13720858 |
Largest Losing Trade | -39943 | -39943 | -24560 | -17904628 | -17904628 | -11549840 |
Avg Bars in Trades | 36 | 24 | 48 | 36 | 24 | 48 |
Avg Bars in Winners | 92 | 47 | 147 | 92 | 47 | 147 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 6950 | 2387 | 4563 | 6950 | 2387 | 4563 |
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 | 356578 | 401362 | -102652 | -181913 | -84229 | -597677 |
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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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