Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3010536.2607 | 2743368.0459 | 267168.2148 | 27028845.4064 | 2551569.811 | 24477275.5954 |
Total P&L (%) | 3010.5363 | 2743.368 | 267.1682 | 27028.8454 | 2551.5698 | 24477.2756 |
Avg Daily Profit (%) | 1.3009 | 1.1855 | 0.1154 | 0.2424 | 0.1417 | 0.2381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112963 | -125429 | -55186 | -48050887 | -35365705 | -20340080 |
Profit Factor | 5.7817 | 8.6588 | 1.9844 | 1.1993 | 1.0336 | 1.4099 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 37.5 | 25 | 50 | 37.5 | 25 | 50 |
Ratio Avg Win / Avg Loss | 9.6361 | 25.9763 | 1.9844 | 1.9988 | 3.1008 | 1.4099 |
Largest Winning Trade | 2313437 | 2313437 | 78097 | 25173537 | 25173537 | 19283782 |
Largest Losing Trade | -36183 | -23645 | -36183 | -14945508 | -14945508 | -8452792 |
Avg Bars in Trades | 155 | 139 | 171 | 155 | 139 | 171 |
Avg Bars in Winners | 267 | 296 | 252 | 267 | 296 | 252 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 13679 | 6116 | 7563 | 13679 | 6116 | 7563 |
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 | 624341 | -7727 | -35045 | 127821 | -215614 | 330403 |
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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) |
---|