Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802654.1342 | 1587623.4862 | 215030.648 | 4432645.8405 | -1577310.8634 | 6009956.7038 |
Total P&L (%) | 1802.6541 | 1587.6235 | 215.0306 | 4432.6458 | -1577.3109 | 6009.9567 |
Avg Daily Profit (%) | 0.7656 | 0.6742 | 0.0913 | 0.1621 | 0 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106333 | -71794 | -68858 | -5213846 | -5464560 | -2428732 |
Profit Factor | 3.4974 | 5.0098 | 1.6598 | 1.243 | 0.8577 | 1.8399 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 37.6068 | 30.5085 | 44.8276 | 37.6068 | 30.5085 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.8025 | 11.4113 | 2.0429 | 2.0623 | 1.9537 | 2.2645 |
Largest Winning Trade | 1439266 | 1439266 | 63873 | 3590245 | 3590245 | 3222557 |
Largest Losing Trade | -46095 | -22630 | -46095 | -2428732 | -1611066 | -2428732 |
Avg Bars in Trades | 119 | 107 | 130 | 119 | 107 | 130 |
Avg Bars in Winners | 219 | 219 | 219 | 219 | 219 | 219 |
Avg Bars in Losers | 58 | 58 | 58 | 58 | 58 | 58 |
Bars Traded | 13924 | 6358 | 7565 | 13924 | 6358 | 7565 |
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 | 541895 | -164644 | -249968 | 145860 | -762538 | -170753 |
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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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