Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2074683.8507 | 1890823.4554 | 183860.3954 | 5866480.7788 | -7160178.9687 | 13026659.7474 |
Total P&L (%) | 2074.6839 | 1890.8235 | 183.8604 | 5866.4808 | -7160.179 | 13026.6597 |
Avg Daily Profit (%) | 0.8769 | 0.7992 | 0.0777 | 0.173 | 0 | 0.2064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86087 | -93482 | -36118 | -9052732 | -12284262 | -2407082 |
Profit Factor | 4.9402 | 6.5557 | 1.9874 | 1.1698 | 0.7204 | 2.4568 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 35.2381 | 30.1887 | 40.3846 | 35.2381 | 30.1887 | 40.3846 |
Ratio Avg Win / Avg Loss | 9.0793 | 15.1601 | 2.9338 | 2.1499 | 1.6659 | 3.6267 |
Largest Winning Trade | 1772318 | 1772318 | 58546 | 5546146 | 4001901 | 5546146 |
Largest Losing Trade | -38080 | -38080 | -14463 | -4889080 | -4889080 | -1248133 |
Avg Bars in Trades | 42 | 50 | 33 | 42 | 50 | 33 |
Avg Bars in Winners | 70 | 83 | 60 | 70 | 83 | 60 |
Avg Bars in Losers | 27 | 36 | 15 | 27 | 36 | 15 |
Bars Traded | 4445 | 2685 | 1760 | 4445 | 2685 | 1760 |
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 | 558805 | -166350 | -269212 | -30300 | -766037 | -171020 |
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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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