Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777756.5536 | 1540426.533 | 237330.0206 | 9312978.4804 | 1980540.4816 | 7332437.9988 |
Total P&L (%) | 1777.7566 | 1540.4265 | 237.33 | 9312.9785 | 1980.5405 | 7332.438 |
Avg Daily Profit (%) | 0.7472 | 0.6474 | 0.0997 | 0.1912 | 0.1276 | 0.1812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84414 | -90862 | -58808 | -9297657 | -9191003 | -4811656 |
Profit Factor | 3.9637 | 5.6794 | 1.8769 | 1.2271 | 1.0876 | 1.3985 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 41.5584 | 41.0256 | 42.1053 | 41.5584 | 41.0256 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.5739 | 8.1642 | 2.5807 | 1.7256 | 1.5634 | 1.9229 |
Largest Winning Trade | 984218 | 984218 | 69338 | 8038817 | 8038817 | 4849299 |
Largest Losing Trade | -50249 | -43330 | -50249 | -4811656 | -3640107 | -4811656 |
Avg Bars in Trades | 90 | 74 | 105 | 90 | 74 | 105 |
Avg Bars in Winners | 159 | 133 | 186 | 159 | 133 | 186 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 6938 | 2922 | 4015 | 6938 | 2922 | 4015 |
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 | -29811 | 600682 | -59304 | -40848 | -148708 | 238219 |
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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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