Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3208969.198 | 3041705.1154 | 167264.0825 | 2663213.1017 | 2670351.7627 | -7138.661 |
Total P&L (%) | 3208.9692 | 3041.7051 | 167.2641 | 2663.2131 | 2670.3518 | -7.1387 |
Avg Daily Profit (%) | 1.3828 | 1.3107 | 0.0721 | 0.1431 | 0.1432 | -0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141482 | -117503 | -108511 | -6591893 | -4489016 | -5685902 |
Profit Factor | 4.2595 | 6.6502 | 1.3749 | 1.0961 | 1.1747 | 0.9994 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 38.4106 | 30.6667 | 46.0526 | 38.4106 | 30.6667 | 46.0526 |
Ratio Avg Win / Avg Loss | 6.8299 | 15.0352 | 1.6106 | 1.7576 | 2.6558 | 1.1708 |
Largest Winning Trade | 2785411 | 2785411 | 69593 | 4354361 | 4354361 | 1764228 |
Largest Losing Trade | -42530 | -42446 | -42530 | -1745392 | -1745392 | -1434804 |
Avg Bars in Trades | 90 | 102 | 79 | 90 | 102 | 79 |
Avg Bars in Winners | 152 | 190 | 127 | 152 | 190 | 127 |
Avg Bars in Losers | 52 | 63 | 39 | 52 | 63 | 39 |
Bars Traded | 13718 | 7671 | 6047 | 13718 | 7671 | 6047 |
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 | 619491 | -42339 | -146045 | -118949 | -93138 | -630104 |
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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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