Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255017.8336 | 941375.3503 | 313642.4833 | 62787580.7533 | 28138196.1494 | 34649384.6039 |
Total P&L (%) | 1255.0178 | 941.3754 | 313.6425 | 62787.5808 | 28138.1961 | 34649.3846 |
Avg Daily Profit (%) | 0.5285 | 0.3964 | 0.1321 | 0.2717 | 0.2379 | 0.2467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171454 | -91641 | -124569 | -342637992 | -154695037 | -264472540 |
Profit Factor | 2.4754 | 3.3503 | 1.6969 | 1.0629 | 1.0579 | 1.0676 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 54.7297 | 48.6486 | 60.8108 | 54.7297 | 48.6486 | 60.8108 |
Ratio Avg Win / Avg Loss | 2.0476 | 3.5364 | 1.0935 | 0.8792 | 1.1167 | 0.688 |
Largest Winning Trade | 266914 | 266914 | 71218 | 88312444 | 65791471 | 88312444 |
Largest Losing Trade | -42808 | -36951 | -42808 | -124057567 | -124057567 | -118072176 |
Avg Bars in Trades | 93 | 70 | 116 | 93 | 70 | 116 |
Avg Bars in Winners | 113 | 88 | 133 | 113 | 88 | 133 |
Avg Bars in Losers | 69 | 54 | 88 | 69 | 54 | 88 |
Bars Traded | 13831 | 5242 | 8590 | 13831 | 5242 | 8590 |
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 | 596430 | -48861 | -77389 | -143388 | -213449 | -202222 |
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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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