Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314159.6066 | 1046377.653 | 267781.9537 | 38017486.5025 | 24343212.3175 | 13674274.185 |
Total P&L (%) | 1314.1596 | 1046.3777 | 267.782 | 38017.4865 | 24343.2123 | 13674.2742 |
Avg Daily Profit (%) | 0.5253 | 0.4182 | 0.107 | 0.2378 | 0.22 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111965 | -89229 | -56043 | -20783092 | -18385873 | -10346958 |
Profit Factor | 2.6845 | 3.2781 | 1.8346 | 1.3332 | 1.3713 | 1.2817 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 48.6667 | 46.6667 | 50.6667 | 48.6667 | 46.6667 | 50.6667 |
Ratio Avg Win / Avg Loss | 2.8316 | 3.7464 | 1.7864 | 1.4062 | 1.5672 | 1.248 |
Largest Winning Trade | 414970 | 414970 | 50439 | 18123530 | 18123530 | 11351726 |
Largest Losing Trade | -53342 | -53342 | -36640 | -13676382 | -13676382 | -8982126 |
Avg Bars in Trades | 97 | 110 | 84 | 97 | 110 | 84 |
Avg Bars in Winners | 125 | 143 | 108 | 125 | 143 | 108 |
Avg Bars in Losers | 70 | 81 | 58 | 70 | 81 | 58 |
Bars Traded | 14603 | 8295 | 6308 | 14603 | 8295 | 6308 |
Profit Streak | 0 | 0 | 39.2551 | 0 | 0 | 39.2551 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583437 | -42084 | -102496 | 320947 | -48414 | -47899 |
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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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