Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1871822.351 | 1661071.6194 | 210750.7316 | 7319679.0739 | -5531798.7136 | 12851477.7875 |
Total P&L (%) | 1871.8224 | 1661.0716 | 210.7507 | 7319.6791 | -5531.7987 | 12851.4778 |
Avg Daily Profit (%) | 0.8985 | 0.7973 | 0.1012 | 0.2069 | 0 | 0.2337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113411 | -81384 | -51244 | -19234538 | -11430177 | -8207728 |
Profit Factor | 4.2949 | 6.6673 | 1.7664 | 1.1692 | 0.776 | 1.6923 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 37.2093 | 27.907 | 46.5116 | 37.2093 | 27.907 | 46.5116 |
Ratio Avg Win / Avg Loss | 7.2476 | 17.2238 | 2.0313 | 1.973 | 2.0048 | 1.9462 |
Largest Winning Trade | 1469113 | 1469113 | 66146 | 10611621 | 7240690 | 10611621 |
Largest Losing Trade | -34526 | -23794 | -34526 | -4800808 | -4800808 | -4289065 |
Avg Bars in Trades | 283 | 240 | 327 | 283 | 240 | 327 |
Avg Bars in Winners | 538 | 532 | 541 | 538 | 532 | 541 |
Avg Bars in Losers | 133 | 126 | 141 | 133 | 126 | 141 |
Bars Traded | 24415 | 10325 | 14090 | 24415 | 10325 | 14090 |
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 | 568256 | 169914 | -55877 | -29955 | -594951 | 368168 |
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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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