Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339096.0873 | 1020090.3827 | 319005.7046 | 77987485.7391 | -8964477.15 | 86951962.8891 |
Total P&L (%) | 1339.0961 | 1020.0904 | 319.0057 | 77987.4857 | -8964.4772 | 86951.9629 |
Avg Daily Profit (%) | 0.5605 | 0.427 | 0.1335 | 0.2792 | 0 | 0.2837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115396 | -71624 | -81185 | -221302609 | -133710123 | -167145113 |
Profit Factor | 3.3739 | 4.5341 | 2.1581 | 1.1154 | 0.9741 | 1.2633 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 63.8554 | 66.6667 | 60.9756 | 63.8554 | 66.6667 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.9098 | 2.2671 | 1.3812 | 0.6313 | 0.487 | 0.8085 |
Largest Winning Trade | 308931 | 308931 | 70015 | 112884337 | 91399441 | 112884337 |
Largest Losing Trade | -50443 | -35618 | -50443 | -107376683 | -94653226 | -107376683 |
Avg Bars in Trades | 111 | 89 | 133 | 111 | 89 | 133 |
Avg Bars in Winners | 111 | 85 | 140 | 111 | 85 | 140 |
Avg Bars in Losers | 110 | 97 | 121 | 110 | 97 | 121 |
Bars Traded | 9234 | 3774 | 5459 | 9234 | 3774 | 5459 |
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 | 661214 | 706859 | -10312 | -85782 | -578574 | 302582 |
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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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