Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765014.9199 | 1521439.7312 | 243575.1887 | 11457831.7662 | -9950110.472 | 21407942.2383 |
Total P&L (%) | 1765.0149 | 1521.4397 | 243.5752 | 11457.8318 | -9950.1105 | 21407.9422 |
Avg Daily Profit (%) | 0.7508 | 0.6472 | 0.1036 | 0.2023 | 0 | 0.2287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121407 | -87647 | -80160 | -34553963 | -25161280 | -15671643 |
Profit Factor | 3.494 | 5.1922 | 1.7064 | 1.1729 | 0.7447 | 1.7842 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 40.4959 | 32.7869 | 48.3333 | 40.4959 | 32.7869 | 48.3333 |
Ratio Avg Win / Avg Loss | 5.134 | 10.6441 | 1.8241 | 1.7234 | 1.5266 | 1.9072 |
Largest Winning Trade | 1274091 | 1274091 | 66342 | 16067271 | 15401737 | 16067271 |
Largest Losing Trade | -34592 | -21871 | -34592 | -9618286 | -6983440 | -9618286 |
Avg Bars in Trades | 115 | 97 | 132 | 115 | 97 | 132 |
Avg Bars in Winners | 208 | 195 | 217 | 208 | 195 | 217 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 13917 | 5949 | 7968 | 13917 | 5949 | 7968 |
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 | 577937 | -148856 | -221251 | -24550 | -746652 | -158161 |
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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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