Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440267.0798 | 1275866.4285 | 164400.6512 | 3739745.9563 | 3174860.6772 | 564885.2791 |
Total P&L (%) | 1440.2671 | 1275.8664 | 164.4007 | 3739.746 | 3174.8607 | 564.8853 |
Avg Daily Profit (%) | 0.6062 | 0.537 | 0.0692 | 0.1537 | 0.1469 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153451 | -90792 | -73771 | -31985466 | -17616171 | -17486692 |
Profit Factor | 2.6982 | 3.5916 | 1.4621 | 1.0403 | 1.0562 | 1.0156 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 31.7568 | 31.0811 | 32.4324 | 31.7568 | 31.0811 | 32.4324 |
Ratio Avg Win / Avg Loss | 5.7983 | 7.964 | 3.0459 | 2.2356 | 2.3421 | 2.1158 |
Largest Winning Trade | 657603 | 657603 | 67756 | 18044984 | 18044984 | 6178674 |
Largest Losing Trade | -38448 | -38448 | -22410 | -5305898 | -5303241 | -5305898 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
Bars Traded | 4533 | 2581 | 1952 | 4533 | 2581 | 1952 |
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 | 358340 | -54135 | -169377 | -174094 | -225827 | -359319 |
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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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