Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1719041.3998 | 1545863.5979 | 173177.8019 | 3773647.9578 | 3964194.2303 | -190546.2725 |
Total P&L (%) | 1719.0414 | 1545.8636 | 173.1778 | 3773.648 | 3964.1942 | -190.5463 |
Avg Daily Profit (%) | 0.7219 | 0.6492 | 0.0727 | 0.1537 | 0.1557 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136970 | -96136 | -94795 | -16466513 | -10541842 | -12627850 |
Profit Factor | 3.1318 | 4.4261 | 1.4876 | 1.0784 | 1.1487 | 0.9911 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 41.1215 | 35.1852 | 47.1698 | 41.1215 | 35.1852 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.4842 | 8.1534 | 1.6661 | 1.5441 | 2.116 | 1.11 |
Largest Winning Trade | 1098605 | 1098605 | 61199 | 8309378 | 8309378 | 3952098 |
Largest Losing Trade | -37614 | -37614 | -34660 | -5668973 | -3639074 | -5668973 |
Avg Bars in Trades | 86 | 78 | 94 | 86 | 78 | 94 |
Avg Bars in Winners | 158 | 164 | 153 | 158 | 164 | 153 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 9259 | 4263 | 4996 | 9259 | 4263 | 4996 |
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 | 551328 | -166843 | -274653 | -128649 | -234290 | -760267 |
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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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