Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704683.1273 | 1489304.6955 | 215378.4317 | 6378130.3889 | -6172530.6082 | 12550660.9971 |
Total P&L (%) | 1704.6831 | 1489.3047 | 215.3784 | 6378.1304 | -6172.5306 | 12550.661 |
Avg Daily Profit (%) | 0.7239 | 0.6324 | 0.0915 | 0.1773 | 0 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110099 | -69802 | -99949 | -14797366 | -13135219 | -4872201 |
Profit Factor | 3.9186 | 5.7715 | 1.792 | 1.2051 | 0.6885 | 2.1121 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 35.1064 | 27.6596 | 42.5532 | 35.1064 | 27.6596 | 42.5532 |
Ratio Avg Win / Avg Loss | 7.2436 | 15.0946 | 2.4192 | 2.2276 | 1.8007 | 2.8513 |
Largest Winning Trade | 1351956 | 1351956 | 62989 | 7538526 | 4139209 | 7538526 |
Largest Losing Trade | -29770 | -23694 | -29770 | -5041018 | -5041018 | -2619753 |
Avg Bars in Trades | 73 | 61 | 84 | 73 | 61 | 84 |
Avg Bars in Winners | 154 | 149 | 157 | 154 | 149 | 157 |
Avg Bars in Losers | 29 | 27 | 30 | 29 | 27 | 30 |
Bars Traded | 6865 | 2886 | 3979 | 6865 | 2886 | 3979 |
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 | 503127 | 74962 | -70280 | 105012 | -596012 | 334387 |
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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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