Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2355896.2865 | 2056531.279 | 299365.0075 | 71366484.329 | 283093.8295 | 71083390.4996 |
Total P&L (%) | 2355.8963 | 2056.5313 | 299.365 | 71366.4843 | 283.0938 | 71083.3905 |
Avg Daily Profit (%) | 1.0211 | 0.8914 | 0.1298 | 0.2852 | 0.0582 | 0.2851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87496 | -89228 | -59606 | -58606736 | -66357158 | -33016849 |
Profit Factor | 5.6412 | 8.2422 | 2.3386 | 1.3426 | 1.0021 | 1.9327 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 51.2195 | 41.4634 | 60.9756 | 51.2195 | 41.4634 | 60.9756 |
Ratio Avg Win / Avg Loss | 5.3726 | 11.6361 | 1.4967 | 1.2787 | 1.4148 | 1.2369 |
Largest Winning Trade | 1594301 | 1594301 | 82927 | 39082337 | 39082337 | 38529766 |
Largest Losing Trade | -50379 | -32364 | -50379 | -27831774 | -25079879 | -27831774 |
Avg Bars in Trades | 165 | 144 | 187 | 165 | 144 | 187 |
Avg Bars in Winners | 219 | 213 | 224 | 219 | 213 | 224 |
Avg Bars in Losers | 109 | 95 | 129 | 109 | 95 | 129 |
Bars Traded | 13596 | 5910 | 7686 | 13596 | 5910 | 7686 |
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 | 468129 | 665622 | -14999 | 17686 | -336617 | 460177 |
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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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