Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1728627.5517 | 1548770.3125 | 179857.2393 | 4005281.3668 | 440861.9169 | 3564419.4499 |
Total P&L (%) | 1728.6276 | 1548.7703 | 179.8572 | 4005.2814 | 440.8619 | 3564.4195 |
Avg Daily Profit (%) | 0.7244 | 0.649 | 0.0754 | 0.1558 | 0.0708 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152984 | -124767 | -63084 | -24588579 | -19369724 | -13489042 |
Profit Factor | 3.1449 | 4.3264 | 1.5285 | 1.0477 | 1.0087 | 1.1076 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 36.3636 | 30 | 42.8571 | 36.3636 | 30 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.5037 | 10.0948 | 2.038 | 1.8335 | 2.3536 | 1.4767 |
Largest Winning Trade | 1041767 | 1041767 | 60359 | 15281636 | 15281636 | 7483618 |
Largest Losing Trade | -38432 | -37682 | -38432 | -7492074 | -7492074 | -5369892 |
Avg Bars in Trades | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Winners | 283 | 295 | 275 | 283 | 295 | 275 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 13909 | 6689 | 7221 | 13909 | 6689 | 7221 |
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 | 485642 | -168934 | -92402 | -164336 | -496448 | -97273 |
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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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