Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2214845.7369 | 2112710.9023 | 102134.8346 | 2999087.8297 | 2506273.4807 | 492814.349 |
Total P&L (%) | 2214.8457 | 2112.7109 | 102.1348 | 2999.0878 | 2506.2735 | 492.8143 |
Avg Daily Profit (%) | 0.9558 | 0.9117 | 0.0441 | 0.1483 | 0.1408 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120444 | -107592 | -134020 | -3210557 | -2372235 | -2648065 |
Profit Factor | 4.4062 | 7.0101 | 1.3419 | 1.2038 | 1.3099 | 1.0743 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 38.7097 | 31.9149 | 45.6522 | 38.7097 | 31.9149 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.9765 | 14.9548 | 1.5975 | 1.906 | 2.7944 | 1.279 |
Largest Winning Trade | 1787834 | 1787834 | 82708 | 2722412 | 2722412 | 1634072 |
Largest Losing Trade | -45199 | -28707 | -45199 | -1512671 | -916782 | -1512671 |
Avg Bars in Trades | 92 | 75 | 109 | 92 | 75 | 109 |
Avg Bars in Winners | 168 | 158 | 175 | 168 | 158 | 175 |
Avg Bars in Losers | 44 | 36 | 54 | 44 | 36 | 54 |
Bars Traded | 8577 | 3547 | 5029 | 8577 | 3547 | 5029 |
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 | 594648 | 534214 | -134204 | 64557 | -10346 | -230752 |
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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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