Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2988250.2502 | 2649468.0965 | 338782.1537 | 266711250.1766 | 137427955.4381 | 129283294.7385 |
Total P&L (%) | 2988.2503 | 2649.4681 | 338.7822 | 266711.2502 | 137427.9554 | 129283.2947 |
Avg Daily Profit (%) | 1.2866 | 1.1407 | 0.1459 | 0.3402 | 0.3116 | 0.309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64800 | -75676 | -60435 | -156130525 | -94925292 | -68682534 |
Profit Factor | 9.1505 | 13.5789 | 3.1716 | 1.8977 | 1.9265 | 1.869 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 34.5238 | 28.5714 | 40.4762 | 34.5238 | 28.5714 | 40.4762 |
Ratio Avg Win / Avg Loss | 17.3544 | 33.9472 | 4.6641 | 3.5991 | 4.8162 | 2.7485 |
Largest Winning Trade | 2086613 | 2086613 | 83386 | 148405461 | 144153621 | 148405461 |
Largest Losing Trade | -32516 | -32516 | -30468 | -41990602 | -41990602 | -25794042 |
Avg Bars in Trades | 80 | 66 | 94 | 80 | 66 | 94 |
Avg Bars in Winners | 186 | 170 | 197 | 186 | 170 | 197 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 6782 | 2807 | 3975 | 6782 | 2807 | 3975 |
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 | 587613 | 286531 | 146635 | 253623 | -1380 | 318818 |
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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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