Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251324.8557 | 997909.9542 | 253414.9016 | 14179017.3183 | -1051501.5819 | 15230518.9002 |
Total P&L (%) | 1251.3249 | 997.91 | 253.4149 | 14179.0173 | -1051.5016 | 15230.5189 |
Avg Daily Profit (%) | 0.5246 | 0.4184 | 0.1062 | 0.2082 | 0 | 0.2112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94750 | -74553 | -56335 | -17080008 | -14444283 | -7970301 |
Profit Factor | 3.1093 | 3.7094 | 2.1267 | 1.2893 | 0.9692 | 2.0225 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.2353 | 47.619 | 48.8372 | 48.2353 | 47.619 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.3368 | 4.0803 | 2.2279 | 1.3836 | 1.0661 | 2.1188 |
Largest Winning Trade | 440945 | 440945 | 58812 | 9298508 | 8839739 | 9298508 |
Largest Losing Trade | -57781 | -57781 | -32254 | -12229558 | -12229558 | -4096880 |
Avg Bars in Trades | 80 | 98 | 63 | 80 | 98 | 63 |
Avg Bars in Winners | 110 | 121 | 99 | 110 | 121 | 99 |
Avg Bars in Losers | 53 | 77 | 29 | 53 | 77 | 29 |
Bars Traded | 6874 | 4145 | 2730 | 6874 | 4145 | 2730 |
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 | 586580 | 571316 | -47510 | 276012 | -579993 | 416728 |
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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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