Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629686.9689 | 1496752.0507 | 132934.9182 | 1574138.5639 | 2757367.3365 | -1183228.7726 |
Total P&L (%) | 1629.687 | 1496.7521 | 132.9349 | 1574.1386 | 2757.3673 | -1183.2288 |
Avg Daily Profit (%) | 0.6833 | 0.6276 | 0.0557 | 0.1182 | 0.1407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203614 | -107762 | -132205 | -23822785 | -14726784 | -10319972 |
Profit Factor | 3.1087 | 5.0267 | 1.3314 | 1.0337 | 1.1213 | 0.9507 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 35.8025 | 29.2683 | 42.5 | 35.8025 | 29.2683 | 42.5 |
Ratio Avg Win / Avg Loss | 5.5742 | 12.1479 | 1.8013 | 1.8535 | 2.7099 | 1.2863 |
Largest Winning Trade | 1005907 | 1005907 | 69819 | 13546490 | 13546490 | 7112982 |
Largest Losing Trade | -45821 | -36869 | -45821 | -9433701 | -4195930 | -9433701 |
Avg Bars in Trades | 114 | 85 | 144 | 114 | 85 | 144 |
Avg Bars in Winners | 235 | 200 | 259 | 235 | 200 | 259 |
Avg Bars in Losers | 47 | 37 | 59 | 47 | 37 | 59 |
Bars Traded | 9271 | 3491 | 5780 | 9271 | 3491 | 5780 |
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 | -3690 | 307430 | -119990 | -238926 | -101772 | -581999 |
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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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