Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2031959.7487 | 1908071.7059 | 123888.0427 | 4435148.0762 | 4066533.3764 | 368614.6998 |
Total P&L (%) | 2031.9597 | 1908.0717 | 123.888 | 4435.1481 | 4066.5334 | 368.6147 |
Avg Daily Profit (%) | 0.876 | 0.8226 | 0.0534 | 0.1646 | 0.1609 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113651 | -116804 | -117351 | -5221024 | -4113440 | -3651790 |
Profit Factor | 4.2097 | 6.8059 | 1.407 | 1.1936 | 1.3346 | 1.0343 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 42.7184 | 36.5385 | 49.0196 | 42.7184 | 36.5385 | 49.0196 |
Ratio Avg Win / Avg Loss | 5.6449 | 11.8207 | 1.4632 | 1.6005 | 2.318 | 1.0756 |
Largest Winning Trade | 1500988 | 1500988 | 83286 | 4646857 | 4646857 | 3055862 |
Largest Losing Trade | -48398 | -32327 | -48398 | -2140997 | -1585205 | -2140997 |
Avg Bars in Trades | 83 | 68 | 98 | 83 | 68 | 98 |
Avg Bars in Winners | 135 | 127 | 141 | 135 | 127 | 141 |
Avg Bars in Losers | 44 | 34 | 57 | 44 | 34 | 57 |
Bars Traded | 8578 | 3550 | 5027 | 8578 | 3550 | 5027 |
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 | 644031 | -163576 | -301289 | -1273 | -176180 | -467248 |
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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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