Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3557695.368 | 3361478.6545 | 196216.7135 | 3692264.8824 | 6769922.4215 | -3077657.539 |
Total P&L (%) | 3557.6954 | 3361.4787 | 196.2167 | 3692.2649 | 6769.9224 | -3077.6575 |
Avg Daily Profit (%) | 1.5356 | 1.4509 | 0.0847 | 0.157 | 0.1827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166670 | -194138 | -114764 | -8900181 | -6404589 | -7927668 |
Profit Factor | 3.976 | 6.0466 | 1.3707 | 1.0751 | 1.284 | 0.8786 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 99 | 40 | 59 | 99 | 40 | 59 |
Losing Trades | 139 | 79 | 60 | 139 | 79 | 60 |
Profitability (%) | 41.5966 | 33.6134 | 49.5798 | 41.5966 | 33.6134 | 49.5798 |
Ratio Avg Win / Avg Loss | 5.5825 | 11.9421 | 1.3939 | 1.5095 | 2.5359 | 0.8934 |
Largest Winning Trade | 2996892 | 2996892 | 44271 | 6059092 | 6059092 | 2493401 |
Largest Losing Trade | -42637 | -38656 | -42637 | -3566132 | -2945750 | -3566132 |
Avg Bars in Trades | 57 | 74 | 40 | 57 | 74 | 40 |
Avg Bars in Winners | 84 | 131 | 53 | 84 | 131 | 53 |
Avg Bars in Losers | 37 | 44 | 27 | 37 | 44 | 27 |
Bars Traded | 13633 | 8832 | 4801 | 13633 | 8832 | 4801 |
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 | 677734 | 563352 | -79769 | -131181 | 85567 | -581179 |
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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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