Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1511262.1712 | 1254335.7769 | 256926.3943 | 18058623.8462 | 3802611.8235 | 14256012.0227 |
Total P&L (%) | 1511.2622 | 1254.3358 | 256.9264 | 18058.6238 | 3802.6118 | 14256.012 |
Avg Daily Profit (%) | 0.6337 | 0.5259 | 0.1077 | 0.2183 | 0.1538 | 0.2085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82146 | -72110 | -62710 | -22831825 | -15684007 | -11383881 |
Profit Factor | 3.6474 | 5.0671 | 1.979 | 1.2145 | 1.0813 | 1.3807 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 41.3793 | 36.3636 | 46.5116 | 41.3793 | 36.3636 | 46.5116 |
Ratio Avg Win / Avg Loss | 5.1672 | 8.8673 | 2.2759 | 1.7205 | 1.8923 | 1.5878 |
Largest Winning Trade | 637196 | 637196 | 66421 | 12989024 | 9372558 | 12989024 |
Largest Losing Trade | -45399 | -36006 | -45399 | -8696191 | -6701641 | -8696191 |
Avg Bars in Trades | 106 | 75 | 137 | 106 | 75 | 137 |
Avg Bars in Winners | 186 | 134 | 228 | 186 | 134 | 228 |
Avg Bars in Losers | 49 | 41 | 58 | 49 | 41 | 58 |
Bars Traded | 9243 | 3313 | 5930 | 9243 | 3313 | 5930 |
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 | 555375 | 483227 | -46717 | 206880 | -127551 | 305735 |
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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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