Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841089.532 | 1714562.1542 | 126527.3778 | 1594246.0003 | 10221835.6068 | -8627589.6065 |
Total P&L (%) | 1841.0895 | 1714.5622 | 126.5274 | 1594.246 | 10221.8356 | -8627.5896 |
Avg Daily Profit (%) | 0.7744 | 0.7212 | 0.0532 | 0.1191 | 0.1952 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165563 | -127832 | -80834 | -19578245 | -15252606 | -11172112 |
Profit Factor | 2.9696 | 4.2949 | 1.3053 | 1.0218 | 1.2594 | 0.7444 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 29.771 | 28.7879 | 30.7692 | 29.771 | 28.7879 | 30.7692 |
Ratio Avg Win / Avg Loss | 7.0051 | 10.6242 | 2.937 | 2.4104 | 3.1153 | 1.6748 |
Largest Winning Trade | 1062809 | 1062809 | 68072 | 16738231 | 16738231 | 5387872 |
Largest Losing Trade | -34837 | -34837 | -24842 | -4444239 | -3180811 | -4444239 |
Avg Bars in Trades | 53 | 44 | 61 | 53 | 44 | 61 |
Avg Bars in Winners | 132 | 116 | 147 | 132 | 116 | 147 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 6960 | 2937 | 4023 | 6960 | 2937 | 4023 |
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 | 366437 | -117807 | -260052 | -237467 | -128634 | -717436 |
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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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