Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524855.5335 | 1393791.6614 | 131063.8721 | 1544855.3048 | 2925591.4115 | -1380736.1067 |
Total P&L (%) | 1524.8555 | 1393.7917 | 131.0639 | 1544.8553 | 2925.5914 | -1380.7361 |
Avg Daily Profit (%) | 0.6384 | 0.5835 | 0.0549 | 0.1173 | 0.1429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142346 | -124250 | -60849 | -10451797 | -9196381 | -5544300 |
Profit Factor | 2.8272 | 3.9849 | 1.3565 | 1.0446 | 1.1466 | 0.9058 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 38.9474 | 38.2979 | 39.5833 | 38.9474 | 38.2979 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.4318 | 6.4202 | 2.0705 | 1.6375 | 1.8472 | 1.3825 |
Largest Winning Trade | 1064842 | 1064842 | 67342 | 7016437 | 7016437 | 2427246 |
Largest Losing Trade | -42385 | -42385 | -35475 | -3121262 | -2624580 | -3121262 |
Avg Bars in Trades | 96 | 110 | 82 | 96 | 110 | 82 |
Avg Bars in Winners | 175 | 195 | 155 | 175 | 195 | 155 |
Avg Bars in Losers | 46 | 58 | 34 | 46 | 58 | 34 |
Bars Traded | 9180 | 5211 | 3969 | 9180 | 5211 | 3969 |
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 | 472911 | 500283 | -122063 | -210353 | -64587 | -583073 |
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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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