Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2769209.2392 | 2468669.1167 | 300540.1225 | 105736202.5658 | 58428582.7095 | 47307619.8564 |
Total P&L (%) | 2769.2092 | 2468.6691 | 300.5401 | 105736.2026 | 58428.5827 | 47307.6199 |
Avg Daily Profit (%) | 1.198 | 1.068 | 0.13 | 0.3018 | 0.2761 | 0.2669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76689 | -85632 | -74754 | -74295488 | -45177264 | -37107896 |
Profit Factor | 6.946 | 10.3398 | 2.4922 | 1.6553 | 1.7218 | 1.5884 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 29.8077 | 21.1538 | 38.4615 | 29.8077 | 21.1538 | 38.4615 |
Ratio Avg Win / Avg Loss | 16.3567 | 38.5392 | 3.9875 | 3.8981 | 6.4176 | 2.5415 |
Largest Winning Trade | 1930194 | 1930194 | 80028 | 65822837 | 65822837 | 63407603 |
Largest Losing Trade | -44413 | -32275 | -44413 | -31480061 | -31480061 | -28618842 |
Avg Bars in Trades | 130 | 107 | 153 | 130 | 107 | 153 |
Avg Bars in Winners | 350 | 372 | 338 | 350 | 372 | 338 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 13575 | 5593 | 7982 | 13575 | 5593 | 7982 |
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 | 492879 | -205172 | -199238 | 132979 | -215148 | -172975 |
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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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