Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431038.7894 | 1192052.0889 | 238986.7005 | 17321680.7714 | 1887557.7592 | 15434123.0122 |
Total P&L (%) | 1431.0388 | 1192.0521 | 238.9867 | 17321.6808 | 1887.5578 | 15434.123 |
Avg Daily Profit (%) | 0.6203 | 0.5167 | 0.1036 | 0.2239 | 0.1297 | 0.2189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104548 | -73463 | -60691 | -29107863 | -27961066 | -13482136 |
Profit Factor | 3.1107 | 4.0102 | 1.8475 | 1.1837 | 1.0313 | 1.4535 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 39.1753 | 30.6122 | 47.9167 | 39.1753 | 30.6122 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.8298 | 9.0899 | 2.0081 | 1.8378 | 2.3376 | 1.5799 |
Largest Winning Trade | 432527 | 432527 | 83719 | 19483680 | 19483680 | 8491665 |
Largest Losing Trade | -37644 | -33398 | -37644 | -8073487 | -8073487 | -7161473 |
Avg Bars in Trades | 141 | 118 | 163 | 141 | 118 | 163 |
Avg Bars in Winners | 251 | 236 | 261 | 251 | 236 | 261 |
Avg Bars in Losers | 69 | 67 | 73 | 69 | 67 | 73 |
Bars Traded | 13689 | 5826 | 7863 | 13689 | 5826 | 7863 |
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 | 490398 | 373322 | -51909 | -13087 | -211924 | 345998 |
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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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