Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291043.0473 | 993783.1409 | 297259.9064 | 30911435.525 | -4801992.1506 | 35713427.6756 |
Total P&L (%) | 1291.043 | 993.7831 | 297.2599 | 30911.4355 | -4801.9922 | 35713.4277 |
Avg Daily Profit (%) | 0.5435 | 0.4183 | 0.1251 | 0.2418 | 0 | 0.2479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110280 | -78081 | -86453 | -56006218 | -44500341 | -37975505 |
Profit Factor | 3.6753 | 4.6906 | 2.3936 | 1.1991 | 0.9486 | 1.5785 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 60.8696 | 54.2857 | 67.6471 | 60.8696 | 54.2857 | 67.6471 |
Ratio Avg Win / Avg Loss | 2.3627 | 3.95 | 1.1448 | 0.7709 | 0.7989 | 0.7549 |
Largest Winning Trade | 472608 | 472608 | 69251 | 32920989 | 32920989 | 26360111 |
Largest Losing Trade | -67056 | -33327 | -67056 | -28994993 | -21285866 | -28994993 |
Avg Bars in Trades | 132 | 98 | 167 | 132 | 98 | 167 |
Avg Bars in Winners | 157 | 118 | 190 | 157 | 118 | 190 |
Avg Bars in Losers | 92 | 74 | 119 | 92 | 74 | 119 |
Bars Traded | 9129 | 3433 | 5696 | 9129 | 3433 | 5696 |
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 | -86793 | 648645 | -20239 | -99356 | -580232 | 390113 |
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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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