Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991927.3176 | 804702.6088 | 187224.7087 | 6571672.495 | 954221.3543 | 5617451.1407 |
Total P&L (%) | 991.9273 | 804.7026 | 187.2247 | 6571.6725 | 954.2214 | 5617.4511 |
Avg Daily Profit (%) | 0.5111 | 0.4146 | 0.0965 | 0.2167 | 0.1214 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85536 | -49148 | -48820 | -4739928 | -2474834 | -3125791 |
Profit Factor | 3.0318 | 4.2815 | 1.7705 | 1.5298 | 1.1409 | 1.9977 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.1687 | 30.9524 | 53.6585 | 42.1687 | 30.9524 | 53.6585 |
Ratio Avg Win / Avg Loss | 4.1579 | 9.551 | 1.5291 | 2.098 | 2.545 | 1.7253 |
Largest Winning Trade | 411789 | 411789 | 60128 | 2696162 | 2073137 | 2696162 |
Largest Losing Trade | -36516 | -22436 | -36516 | -1414176 | -994969 | -1414176 |
Avg Bars in Trades | 91 | 69 | 113 | 91 | 69 | 113 |
Avg Bars in Winners | 167 | 145 | 181 | 167 | 145 | 181 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 7580 | 2923 | 4657 | 7580 | 2923 | 4657 |
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 | 437941 | 351941 | -60312 | 232433 | -102290 | 447043 |
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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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