Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939011.0155 | 702847.8437 | 236163.1719 | 10411294.1329 | 2475661.7029 | 7935632.4301 |
Total P&L (%) | 939.011 | 702.8478 | 236.1632 | 10411.2941 | 2475.6617 | 7935.6324 |
Avg Daily Profit (%) | 0.3878 | 0.2902 | 0.0975 | 0.1924 | 0.1342 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64268 | -60524 | -93746 | -3803262 | -2788764 | -1014497 |
Profit Factor | 3.1698 | 4.0278 | 2.177 | 1.8551 | 1.3314 | 2.6867 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 38.3178 | 33.3333 | 43.3962 | 38.3178 | 33.3333 | 43.3962 |
Ratio Avg Win / Avg Loss | 5.1025 | 8.0556 | 2.8396 | 2.9862 | 2.6627 | 3.5044 |
Largest Winning Trade | 367448 | 367448 | 68464 | 4073324 | 3175377 | 4073324 |
Largest Losing Trade | -24789 | -15648 | -24789 | -1328193 | -1328193 | -688614 |
Avg Bars in Trades | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Winners | 132 | 116 | 144 | 132 | 116 | 144 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 6945 | 3014 | 3931 | 6945 | 3014 | 3931 |
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 | 411897 | -170923 | -241259 | 260453 | -198829 | -169620 |
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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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