Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082524.4604 | 914989.7219 | 167534.7385 | 16629386.7027 | 6034573.7932 | 10594812.9095 |
Total P&L (%) | 1082.5245 | 914.9897 | 167.5347 | 16629.3867 | 6034.5738 | 10594.8129 |
Avg Daily Profit (%) | 0.4669 | 0.3947 | 0.0723 | 0.2211 | 0.1777 | 0.2017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130155 | -97898 | -92133 | -42031241 | -40853960 | -18898950 |
Profit Factor | 2.4273 | 3.212 | 1.4859 | 1.0971 | 1.0524 | 1.1883 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 55.7522 | 57.8947 | 53.5714 | 55.7522 | 57.8947 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.9264 | 2.336 | 1.2877 | 0.8707 | 0.7654 | 1.0299 |
Largest Winning Trade | 204779 | 204779 | 81107 | 17756895 | 17756895 | 12105416 |
Largest Losing Trade | -38559 | -38559 | -30572 | -15516991 | -15516991 | -8227446 |
Avg Bars in Trades | 113 | 89 | 137 | 113 | 89 | 137 |
Avg Bars in Winners | 132 | 89 | 180 | 132 | 89 | 180 |
Avg Bars in Losers | 88 | 90 | 87 | 88 | 90 | 87 |
Bars Traded | 12798 | 5102 | 7695 | 12798 | 5102 | 7695 |
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 | 575638 | -163191 | -274825 | -106170 | -335695 | -184923 |
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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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