Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2444054.6131 | 2262546.1038 | 181508.5093 | 6168955.746 | 2844558.7126 | 3324397.0335 |
Total P&L (%) | 2444.0546 | 2262.5461 | 181.5085 | 6168.9557 | 2844.5587 | 3324.397 |
Avg Daily Profit (%) | 1.0506 | 0.9726 | 0.078 | 0.178 | 0.1455 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91975 | -119077 | -80208 | -9560201 | -8341235 | -7169240 |
Profit Factor | 4.4138 | 7.2379 | 1.5139 | 1.1287 | 1.1098 | 1.1508 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 44.5378 | 38.3333 | 50.8475 | 44.5378 | 38.3333 | 50.8475 |
Ratio Avg Win / Avg Loss | 5.4964 | 11.6436 | 1.4634 | 1.4055 | 1.7854 | 1.1125 |
Largest Winning Trade | 1872913 | 1872913 | 79341 | 5527140 | 5527140 | 3330258 |
Largest Losing Trade | -66861 | -26533 | -66861 | -5708503 | -3420347 | -5708503 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 80 | 75 | 83 | 80 | 75 | 83 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 6710 | 2956 | 3754 | 6710 | 2956 | 3754 |
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 | 681847 | -152151 | -263953 | -72939 | -270975 | -223567 |
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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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