Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1706039.2147 | 1463238.4138 | 242800.8009 | 18084857.4737 | -2533914.7538 | 20618772.2274 |
Total P&L (%) | 1706.0392 | 1463.2384 | 242.8008 | 18084.8575 | -2533.9148 | 20618.7722 |
Avg Daily Profit (%) | 0.7219 | 0.6191 | 0.1027 | 0.2204 | 0 | 0.2259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56774 | -43060 | -76455 | -14867306 | -10302694 | -4564611 |
Profit Factor | 5.5966 | 7.7883 | 2.5605 | 1.6281 | 0.8744 | 3.3931 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 40.7407 | 29.2683 | 52.5 | 40.7407 | 29.2683 | 52.5 |
Ratio Avg Win / Avg Loss | 8.1406 | 18.8216 | 2.3166 | 2.3681 | 2.1132 | 3.0699 |
Largest Winning Trade | 1296325 | 1296325 | 63644 | 12243741 | 6343449 | 12243741 |
Largest Losing Trade | -29942 | -21370 | -29942 | -4082101 | -4082101 | -2451150 |
Avg Bars in Trades | 81 | 69 | 94 | 81 | 69 | 94 |
Avg Bars in Winners | 152 | 144 | 156 | 152 | 144 | 156 |
Avg Bars in Losers | 33 | 38 | 25 | 33 | 38 | 25 |
Bars Traded | 6626 | 2848 | 3778 | 6626 | 2848 | 3778 |
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 | 30684 | 330533 | -50589 | -8583 | -588967 | 543610 |
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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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