Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031216.0923 | 809050.6324 | 222165.4599 | 11047483.7637 | -3120148.7102 | 14167632.474 |
Total P&L (%) | 1031.2161 | 809.0506 | 222.1655 | 11047.4838 | -3120.1487 | 14167.6325 |
Avg Daily Profit (%) | 0.4282 | 0.3359 | 0.0922 | 0.1959 | 0 | 0.2062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151323 | -114564 | -54048 | -35804180 | -26423550 | -11700331 |
Profit Factor | 2.9452 | 3.9498 | 1.8683 | 1.1529 | 0.9254 | 1.4654 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 38.5417 | 35.4167 | 41.6667 | 38.5417 | 35.4167 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.6963 | 7.2026 | 2.6156 | 1.8384 | 1.6875 | 2.0516 |
Largest Winning Trade | 360399 | 360399 | 72467 | 15803385 | 14955865 | 15803385 |
Largest Losing Trade | -29637 | -29637 | -19924 | -10606008 | -10606008 | -6464747 |
Avg Bars in Trades | 147 | 115 | 179 | 147 | 115 | 179 |
Avg Bars in Winners | 282 | 216 | 338 | 282 | 216 | 338 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 14128 | 5526 | 8602 | 14128 | 5526 | 8602 |
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 | 410826 | 383099 | -69423 | -47445 | -583582 | 257197 |
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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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