Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378794.0336 | 1170204.5712 | 208589.4624 | 7154445.7942 | 1563139.2102 | 5591306.584 |
Total P&L (%) | 1378.794 | 1170.2046 | 208.5895 | 7154.4458 | 1563.1392 | 5591.3066 |
Avg Daily Profit (%) | 0.5803 | 0.4925 | 0.0878 | 0.1805 | 0.1184 | 0.1702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136906 | -100241 | -53532 | -24683971 | -15473466 | -10179958 |
Profit Factor | 3.5127 | 5.0114 | 1.8116 | 1.0982 | 1.0422 | 1.1559 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 34.4444 | 33.3333 | 35.5556 | 34.4444 | 33.3333 | 35.5556 |
Ratio Avg Win / Avg Loss | 6.6854 | 10.0228 | 3.2835 | 2.09 | 2.0844 | 2.095 |
Largest Winning Trade | 778202 | 778202 | 66345 | 13890188 | 13890188 | 11852316 |
Largest Losing Trade | -28342 | -28342 | -25384 | -6166855 | -6166855 | -5155161 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 118 | 95 | 139 | 118 | 95 | 139 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 4533 | 1911 | 2622 | 4533 | 1911 | 2622 |
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 | 438596 | 429324 | -77867 | -109386 | -213922 | -45716 |
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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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