Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525625.3397 | 1434723.5909 | 90901.7488 | 264278.6149 | -4998675.6445 | 5262954.2594 |
Total P&L (%) | 1525.6253 | 1434.7236 | 90.9017 | 264.2786 | -4998.6756 | 5262.9543 |
Avg Daily Profit (%) | 0.6391 | 0.601 | 0.0381 | 0.0542 | 0 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287335 | -152088 | -178698 | -68731807 | -42018919 | -30545503 |
Profit Factor | 2.4907 | 4.0545 | 1.1642 | 1.0022 | 0.915 | 1.0855 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 48.7179 | 44.0678 | 53.4483 | 48.7179 | 44.0678 | 53.4483 |
Ratio Avg Win / Avg Loss | 2.6218 | 5.1461 | 1.014 | 1.0549 | 1.1613 | 0.9454 |
Largest Winning Trade | 1162101 | 1162101 | 67947 | 23692548 | 23692548 | 17877789 |
Largest Losing Trade | -77812 | -36711 | -77812 | -25365948 | -25365948 | -18949620 |
Avg Bars in Trades | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Winners | 105 | 97 | 112 | 105 | 97 | 112 |
Avg Bars in Losers | 54 | 51 | 57 | 54 | 51 | 57 |
Bars Traded | 9287 | 4250 | 5037 | 9287 | 4250 | 5037 |
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 | 588592 | -160420 | -361583 | -338883 | -758098 | -299995 |
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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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