Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2728171.0448 | 2519189.3421 | 208981.7027 | 17652642.3518 | 7748104.4994 | 9904537.8524 |
Total P&L (%) | 2728.171 | 2519.1893 | 208.9817 | 17652.6424 | 7748.1045 | 9904.5379 |
Avg Daily Profit (%) | 1.1822 | 1.0916 | 0.0906 | 0.2247 | 0.1892 | 0.1998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109105 | -93561 | -78348 | -23624514 | -17663653 | -11605508 |
Profit Factor | 5.0349 | 7.9255 | 1.669 | 1.226 | 1.1693 | 1.3061 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 43.5115 | 36.3636 | 50.7692 | 43.5115 | 36.3636 | 50.7692 |
Ratio Avg Win / Avg Loss | 6.5366 | 13.8697 | 1.6184 | 1.5916 | 2.0463 | 1.2665 |
Largest Winning Trade | 2132605 | 2132605 | 81355 | 12007877 | 12007877 | 8937694 |
Largest Losing Trade | -43649 | -43649 | -39603 | -5786515 | -5786515 | -4387920 |
Avg Bars in Trades | 68 | 55 | 81 | 68 | 55 | 81 |
Avg Bars in Winners | 118 | 107 | 125 | 118 | 107 | 125 |
Avg Bars in Losers | 29 | 24 | 36 | 29 | 24 | 36 |
Bars Traded | 8943 | 3635 | 5308 | 8943 | 3635 | 5308 |
Profit Streak | 0 | 0 | 13.2498 | 0 | 0 | 13.2498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 689116 | -107813 | -199878 | 245344 | -154968 | -122818 |
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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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