Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227551.5877 | 953860.0675 | 273691.5202 | 30035267.538 | 18305103.7893 | 11730163.7487 |
Total P&L (%) | 1227.5516 | 953.8601 | 273.6915 | 30035.2675 | 18305.1038 | 11730.1637 |
Avg Daily Profit (%) | 0.5134 | 0.399 | 0.1145 | 0.239 | 0.2184 | 0.1998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130450 | -62264 | -91161 | -63974005 | -35080644 | -47277981 |
Profit Factor | 2.4906 | 3.3585 | 1.6531 | 1.126 | 1.1604 | 1.0944 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 58.5938 | 60.9375 | 56.25 | 58.5938 | 60.9375 | 56.25 |
Ratio Avg Win / Avg Loss | 1.76 | 2.1529 | 1.2857 | 0.7957 | 0.7438 | 0.8512 |
Largest Winning Trade | 247782 | 247782 | 74788 | 26286406 | 26286406 | 19513499 |
Largest Losing Trade | -54313 | -39548 | -54313 | -27437943 | -24887916 | -27437943 |
Avg Bars in Trades | 108 | 78 | 138 | 108 | 78 | 138 |
Avg Bars in Winners | 126 | 77 | 179 | 126 | 77 | 179 |
Avg Bars in Losers | 83 | 80 | 86 | 83 | 80 | 86 |
Bars Traded | 13901 | 5042 | 8859 | 13901 | 5042 | 8859 |
Profit Streak | 0 | 39.953 | 0 | 0 | 39.953 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609015 | -121054 | -176522 | -73796 | -174770 | -248722 |
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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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