Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587368.1567 | 1361589.5334 | 225778.6232 | 13329649.5045 | 23091561.3245 | -9761911.8201 |
Total P&L (%) | 1587.3682 | 1361.5895 | 225.7786 | 13329.6495 | 23091.5613 | -9761.9118 |
Avg Daily Profit (%) | 0.6681 | 0.5731 | 0.095 | 0.2064 | 0.2295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173866 | -123890 | -77748 | -117163666 | -71735121 | -70348995 |
Profit Factor | 3.0619 | 4.5503 | 1.5844 | 1.0429 | 1.1495 | 0.9376 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 35.3383 | 34.3284 | 36.3636 | 35.3383 | 34.3284 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.6027 | 8.7048 | 2.7727 | 1.9083 | 2.199 | 1.6407 |
Largest Winning Trade | 898150 | 898150 | 67774 | 45183871 | 45183871 | 25504376 |
Largest Losing Trade | -30482 | -30482 | -23158 | -28081036 | -23821672 | -28081036 |
Avg Bars in Trades | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Winners | 75 | 54 | 95 | 75 | 54 | 95 |
Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
Bars Traded | 4638 | 1680 | 2958 | 4638 | 1680 | 2958 |
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 | 451391 | -104083 | -192934 | -169498 | -169487 | -707761 |
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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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