Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2857891.9018 | 2674419.2693 | 183472.6325 | 8725821.0094 | 18610819.2601 | -9884998.2507 |
Total P&L (%) | 2857.8919 | 2674.4193 | 183.4726 | 8725.821 | 18610.8193 | -9884.9983 |
Avg Daily Profit (%) | 1.2339 | 1.1547 | 0.0792 | 0.1936 | 0.2261 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151404 | -102203 | -75388 | -44494218 | -21743787 | -27234745 |
Profit Factor | 4.3441 | 6.9048 | 1.4568 | 1.0773 | 1.3473 | 0.8332 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 31.6547 | 24.2857 | 39.1304 | 31.6547 | 24.2857 | 39.1304 |
Ratio Avg Win / Avg Loss | 9.3793 | 21.5266 | 2.2661 | 2.3261 | 4.2004 | 1.296 |
Largest Winning Trade | 2388540 | 2388540 | 80413 | 26606646 | 26606646 | 8108534 |
Largest Losing Trade | -30720 | -30720 | -28971 | -15404467 | -6853283 | -15404467 |
Avg Bars in Trades | 96 | 80 | 112 | 96 | 80 | 112 |
Avg Bars in Winners | 227 | 214 | 235 | 227 | 214 | 235 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 13412 | 5637 | 7775 | 13412 | 5637 | 7775 |
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 | 507250 | -105418 | -191219 | -133134 | -117676 | -685296 |
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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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