Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2378683.1555 | 2115965.5027 | 262717.6528 | 44139300.5002 | -6178696.8097 | 50317997.31 |
Total P&L (%) | 2378.6832 | 2115.9655 | 262.7177 | 44139.3005 | -6178.6968 | 50317.9973 |
Avg Daily Profit (%) | 1.0234 | 0.9104 | 0.113 | 0.2624 | 0 | 0.2681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104001 | -78095 | -71469 | -44228534 | -36080303 | -24952719 |
Profit Factor | 5.1711 | 6.8781 | 2.2493 | 1.231 | 0.9537 | 1.8715 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 50.5263 | 45.8333 | 55.3191 | 50.5263 | 45.8333 | 55.3191 |
Ratio Avg Win / Avg Loss | 5.0634 | 8.1286 | 1.8167 | 1.2054 | 1.127 | 1.5116 |
Largest Winning Trade | 1595400 | 1595400 | 79014 | 23355755 | 19417430 | 23355755 |
Largest Losing Trade | -39735 | -32291 | -39735 | -15560941 | -15560941 | -9104769 |
Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Winners | 99 | 98 | 99 | 99 | 98 | 99 |
Avg Bars in Losers | 41 | 49 | 32 | 41 | 49 | 32 |
Bars Traded | 6715 | 3442 | 3274 | 6715 | 3442 | 3274 |
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 | 777664 | 729302 | -37049 | 307990 | -580642 | 465932 |
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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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