Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2819527.9007 | 2577677.3826 | 241850.5181 | 25114930.2257 | 4967433.5091 | 20147496.7165 |
Total P&L (%) | 2819.5279 | 2577.6774 | 241.8505 | 25114.9302 | 4967.4335 | 20147.4967 |
Avg Daily Profit (%) | 1.2134 | 1.1093 | 0.1041 | 0.2383 | 0.1691 | 0.2288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118790 | -86809 | -91524 | -47770778 | -28922177 | -21892372 |
Profit Factor | 5.1561 | 8.1051 | 1.7663 | 1.2151 | 1.0781 | 1.3791 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 50.4065 | 41.9355 | 59.0164 | 50.4065 | 41.9355 | 59.0164 |
Ratio Avg Win / Avg Loss | 5.073 | 11.2225 | 1.2266 | 1.1955 | 1.4927 | 0.9577 |
Largest Winning Trade | 2119652 | 2119652 | 79543 | 21083698 | 21083698 | 17406202 |
Largest Losing Trade | -50476 | -32473 | -50476 | -11520538 | -8709991 | -11520538 |
Avg Bars in Trades | 54 | 45 | 64 | 54 | 45 | 64 |
Avg Bars in Winners | 79 | 75 | 82 | 79 | 75 | 82 |
Avg Bars in Losers | 29 | 24 | 37 | 29 | 24 | 37 |
Bars Traded | 6760 | 2835 | 3924 | 6760 | 2835 | 3924 |
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 | 785277 | -135631 | -212305 | 299118 | -284460 | -153326 |
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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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