Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2587811.6065 | 2423795.6474 | 164015.959 | 16193107.9685 | 9181433.6191 | 7011674.3494 |
Total P&L (%) | 2587.8116 | 2423.7956 | 164.016 | 16193.108 | 9181.4336 | 7011.6743 |
Avg Daily Profit (%) | 1.1678 | 1.0938 | 0.074 | 0.2301 | 0.2047 | 0.1926 |
Buy And Hold Return (%) | 499.2844 | 499.2844 | 499.2844 | 499.2844 | 499.2844 | 499.2844 |
Max Trade Drawdown | -71955 | -52091 | -53994 | -15520470 | -13040300 | -13937418 |
Profit Factor | 5.8699 | 10.4353 | 1.5975 | 1.1764 | 1.2026 | 1.1508 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 34.6535 | 33.3333 | 36 | 34.6535 | 33.3333 | 36 |
Ratio Avg Win / Avg Loss | 11.069 | 20.8705 | 2.84 | 2.2183 | 2.4053 | 2.0459 |
Largest Winning Trade | 2209508 | 2209508 | 50728 | 12003107 | 12003107 | 9121109 |
Largest Losing Trade | -21295 | -21295 | -18672 | -5285490 | -3257707 | -5285490 |
Avg Bars in Trades | 64 | 62 | 65 | 64 | 62 | 65 |
Avg Bars in Winners | 138 | 133 | 142 | 138 | 133 | 142 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 6466 | 3193 | 3274 | 6466 | 3193 | 3274 |
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 | 540273 | -166050 | -442385 | -22797 | -177859 | -231051 |
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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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