Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1784871.7716 | 1649797.0346 | 135074.7371 | 1821044.4488 | 12526378.1835 | -10705333.7346 |
Total P&L (%) | 1784.8718 | 1649.797 | 135.0747 | 1821.0444 | 12526.3782 | -10705.3337 |
Avg Daily Profit (%) | 0.7488 | 0.6921 | 0.0567 | 0.1241 | 0.2032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216717 | -155295 | -126532 | -54589441 | -40177305 | -15949530 |
Profit Factor | 3.0658 | 4.5407 | 1.3393 | 1.0172 | 1.2149 | 0.776 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 36.9369 | 32.1429 | 41.8182 | 36.9369 | 32.1429 | 41.8182 |
Ratio Avg Win / Avg Loss | 5.2342 | 9.5859 | 1.8634 | 1.7366 | 2.5649 | 1.0797 |
Largest Winning Trade | 1011353 | 1011353 | 71550 | 44236839 | 44236839 | 11133448 |
Largest Losing Trade | -34782 | -34145 | -34782 | -10772656 | -10772656 | -9272095 |
Avg Bars in Trades | 62 | 54 | 70 | 62 | 54 | 70 |
Avg Bars in Winners | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 6956 | 3078 | 3878 | 6956 | 3078 | 3878 |
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 | 496804 | -167575 | -299052 | -232287 | -178537 | -762348 |
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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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