Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1879762.4876 | 1688244.7798 | 191517.7078 | 3457965.0759 | -1528546.6983 | 4986511.7742 |
Total P&L (%) | 1879.7625 | 1688.2448 | 191.5177 | 3457.9651 | -1528.5467 | 4986.5118 |
Avg Daily Profit (%) | 0.7973 | 0.716 | 0.0812 | 0.1516 | 0 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92742 | -92233 | -74601 | -4241365 | -4457976 | -1767228 |
Profit Factor | 4.1198 | 6.1432 | 1.6982 | 1.2411 | 0.8243 | 1.8833 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 42.0455 | 31.8182 | 52.2727 | 42.0455 | 31.8182 | 52.2727 |
Ratio Avg Win / Avg Loss | 5.6786 | 13.1641 | 1.5506 | 1.7106 | 1.7663 | 1.7195 |
Largest Winning Trade | 1594220 | 1594220 | 63676 | 2986531 | 1707814 | 2986531 |
Largest Losing Trade | -32180 | -22562 | -32180 | -1628494 | -1628494 | -1491611 |
Avg Bars in Trades | 104 | 87 | 122 | 104 | 87 | 122 |
Avg Bars in Winners | 192 | 182 | 198 | 192 | 182 | 198 |
Avg Bars in Losers | 41 | 42 | 38 | 41 | 42 | 38 |
Bars Traded | 9204 | 3828 | 5375 | 9204 | 3828 | 5375 |
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 | 627609 | 502717 | -80930 | 201613 | -585012 | 420547 |
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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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