Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105200.7517 | 869280.9789 | 235919.7728 | 14869832.1288 | -2143279.3941 | 17013111.5229 |
Total P&L (%) | 1105.2008 | 869.281 | 235.9198 | 14869.8321 | -2143.2794 | 17013.1115 |
Avg Daily Profit (%) | 0.4654 | 0.366 | 0.0993 | 0.2111 | 0 | 0.2168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147622 | -81595 | -112614 | -98326862 | -46733531 | -65403820 |
Profit Factor | 2.2017 | 2.9611 | 1.4952 | 1.0519 | 0.9864 | 1.132 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 54.321 | 54.321 | 54.321 | 54.321 | 54.321 | 54.321 |
Ratio Avg Win / Avg Loss | 1.8515 | 2.49 | 1.2573 | 0.8846 | 0.8295 | 0.9519 |
Largest Winning Trade | 265478 | 265478 | 71690 | 26373860 | 17007834 | 26373860 |
Largest Losing Trade | -48171 | -34408 | -48171 | -37490696 | -37490696 | -18034954 |
Avg Bars in Trades | 85 | 65 | 105 | 85 | 65 | 105 |
Avg Bars in Winners | 100 | 77 | 123 | 100 | 77 | 123 |
Avg Bars in Losers | 67 | 51 | 83 | 67 | 51 | 83 |
Bars Traded | 13816 | 5295 | 8521 | 13816 | 5295 | 8521 |
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 | 572557 | 133701 | -70471 | -155544 | -592175 | -80195 |
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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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