Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203160.3894 | 895420.3214 | 307740.0681 | 47789913.5803 | -21357001.8058 | 69146915.3861 |
Total P&L (%) | 1203.1604 | 895.4203 | 307.7401 | 47789.9136 | -21357.0018 | 69146.9154 |
Avg Daily Profit (%) | 0.4971 | 0.37 | 0.1272 | 0.2553 | 0 | 0.2706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98900 | -78824 | -47566 | -106058817 | -94434865 | -44872616 |
Profit Factor | 2.6154 | 3.3317 | 1.853 | 1.1095 | 0.9124 | 1.3588 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 45.6522 | 42.6087 | 48.6957 | 45.6522 | 42.6087 | 48.6957 |
Ratio Avg Win / Avg Loss | 3.1136 | 4.4876 | 1.9522 | 1.3208 | 1.2289 | 1.4316 |
Largest Winning Trade | 314697 | 314697 | 64121 | 65454096 | 65454096 | 59790094 |
Largest Losing Trade | -22161 | -17690 | -22161 | -27235038 | -27235038 | -24062635 |
Avg Bars in Trades | 61 | 51 | 72 | 61 | 51 | 72 |
Avg Bars in Winners | 93 | 80 | 104 | 93 | 80 | 104 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 14201 | 5888 | 8313 | 14201 | 5888 | 8313 |
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 | 542809 | 458565 | -20504 | -92054 | -582234 | 299827 |
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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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