Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107785.1139 | 828307.4697 | 279477.6442 | 29175601.7788 | 5476032.4159 | 23699569.3628 |
Total P&L (%) | 1107.7851 | 828.3075 | 279.4776 | 29175.6018 | 5476.0324 | 23699.5694 |
Avg Daily Profit (%) | 0.5705 | 0.4266 | 0.1439 | 0.2929 | 0.2073 | 0.2822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106541 | -80929 | -45199 | -17088548 | -13469730 | -7154004 |
Profit Factor | 3.3241 | 4.4243 | 2.1905 | 1.5583 | 1.1998 | 1.9534 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 52.5862 | 48.2759 | 56.8966 | 52.5862 | 48.2759 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.9971 | 4.7403 | 1.6594 | 1.405 | 1.2855 | 1.4798 |
Largest Winning Trade | 433750 | 433750 | 50304 | 6238286 | 5840079 | 6238286 |
Largest Losing Trade | -45693 | -45693 | -31212 | -6213751 | -6213751 | -3492927 |
Avg Bars in Trades | 97 | 94 | 100 | 97 | 94 | 100 |
Avg Bars in Winners | 129 | 127 | 130 | 129 | 127 | 130 |
Avg Bars in Losers | 62 | 63 | 60 | 62 | 63 | 60 |
Bars Traded | 11287 | 5468 | 5819 | 11287 | 5468 | 5819 |
Profit Streak | 42.0049 | 42.0049 | 42.3382 | 42.0049 | 42.0049 | 42.3382 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 709373 | -162391 | -174912 | 455005 | -172340 | -166834 |
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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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