Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3394993.3206 | 3118938.6051 | 276054.7155 | 65601418.5079 | 58282881.5629 | 7318536.945 |
Total P&L (%) | 3394.9933 | 3118.9386 | 276.0547 | 65601.4185 | 58282.8816 | 7318.5369 |
Avg Daily Profit (%) | 1.4672 | 1.3479 | 0.1193 | 0.2808 | 0.2756 | 0.1863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97159 | -77232 | -51054 | -147998861 | -92075859 | -90329654 |
Profit Factor | 5.7089 | 8.9901 | 1.8349 | 1.1557 | 1.3005 | 1.0322 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 35.0365 | 30.4348 | 39.7059 | 35.0365 | 30.4348 | 39.7059 |
Ratio Avg Win / Avg Loss | 10.5852 | 20.5489 | 2.7864 | 2.1429 | 2.9725 | 1.5674 |
Largest Winning Trade | 2733161 | 2733161 | 82056 | 108314345 | 108314345 | 47983987 |
Largest Losing Trade | -28245 | -28135 | -28245 | -60360196 | -17919068 | -60360196 |
Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Winners | 138 | 125 | 148 | 138 | 125 | 148 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 8927 | 3893 | 5034 | 8927 | 3893 | 5034 |
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 | 597729 | -87397 | -143721 | -44842 | -99684 | -289535 |
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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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