Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2869843.329 | 2689644.9325 | 180198.3965 | 8168954.459 | 7058121.2483 | 1110833.2107 |
Total P&L (%) | 2869.8433 | 2689.6449 | 180.1984 | 8168.9545 | 7058.1212 | 1110.8332 |
Avg Daily Profit (%) | 1.2392 | 1.1614 | 0.0778 | 0.1908 | 0.1846 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136042 | -132039 | -77833 | -71924126 | -64754876 | -21570655 |
Profit Factor | 5.5441 | 9.4966 | 1.5721 | 1.0479 | 1.0801 | 1.0135 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 44.5783 | 40.4762 | 48.7805 | 44.5783 | 40.4762 | 48.7805 |
Ratio Avg Win / Avg Loss | 6.8926 | 13.9655 | 1.6507 | 1.3028 | 1.5883 | 1.0641 |
Largest Winning Trade | 2374644 | 2374644 | 80904 | 34872834 | 34872834 | 24432998 |
Largest Losing Trade | -55307 | -31781 | -55307 | -21395493 | -17544006 | -21395493 |
Avg Bars in Trades | 160 | 142 | 179 | 160 | 142 | 179 |
Avg Bars in Winners | 220 | 201 | 236 | 220 | 201 | 236 |
Avg Bars in Losers | 112 | 102 | 124 | 112 | 102 | 124 |
Bars Traded | 13342 | 5984 | 7358 | 13342 | 5984 | 7358 |
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 | 660785 | 660512 | -86637 | -163291 | -127110 | -254874 |
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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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