Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616360.6561 | 1521257.3212 | 95103.3349 | 907023.8448 | 5312365.2744 | -4405341.4296 |
Total P&L (%) | 1616.3607 | 1521.2573 | 95.1033 | 907.0238 | 5312.3653 | -4405.3414 |
Avg Daily Profit (%) | 0.6771 | 0.6372 | 0.0398 | 0.0968 | 0.1673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243225 | -135129 | -136887 | -25583482 | -16014491 | -13786439 |
Profit Factor | 2.8286 | 4.7397 | 1.1993 | 1.0199 | 1.2393 | 0.8116 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 43.8202 | 42.2222 | 45.4545 | 43.8202 | 42.2222 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6263 | 6.4858 | 1.4392 | 1.3076 | 1.6958 | 0.9739 |
Largest Winning Trade | 1040044 | 1040044 | 66251 | 17236593 | 17236593 | 6484995 |
Largest Losing Trade | -52447 | -46301 | -52447 | -11417195 | -4792898 | -11417195 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 124 | 116 | 131 | 124 | 116 | 131 |
Avg Bars in Losers | 43 | 35 | 51 | 43 | 35 | 51 |
Bars Traded | 6991 | 3142 | 3849 | 6991 | 3142 | 3849 |
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 | 552552 | 591120 | -142686 | -264140 | 202448 | -582487 |
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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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