Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085036.9242 | 880636.7602 | 204400.1639 | 12952814.4235 | 7601425.076 | 5351389.3476 |
Total P&L (%) | 1085.0369 | 880.6368 | 204.4002 | 12952.8144 | 7601.4251 | 5351.3893 |
Avg Daily Profit (%) | 0.4686 | 0.3803 | 0.0883 | 0.2106 | 0.1878 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146977 | -78935 | -116312 | -53649067 | -30949079 | -32432089 |
Profit Factor | 2.1448 | 2.9878 | 1.4049 | 1.0623 | 1.0703 | 1.0536 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 53.2995 | 51.5152 | 55.102 | 53.2995 | 51.5152 | 55.102 |
Ratio Avg Win / Avg Loss | 1.8792 | 2.8121 | 1.1447 | 0.9308 | 1.0073 | 0.8585 |
Largest Winning Trade | 298933 | 298933 | 84862 | 22347184 | 22347184 | 18568984 |
Largest Losing Trade | -69499 | -28169 | -69499 | -13107344 | -9886544 | -13107344 |
Avg Bars in Trades | 34 | 25 | 43 | 34 | 25 | 43 |
Avg Bars in Winners | 42 | 28 | 56 | 42 | 28 | 56 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 6710 | 2490 | 4220 | 6710 | 2490 | 4220 |
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 | 571388 | 556894 | -74022 | -144090 | -135108 | -155029 |
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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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