Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571516.6444 | 1503279.0773 | 68237.5672 | 216501.9015 | 1538228.6695 | -1321726.7681 |
Total P&L (%) | 1571.5166 | 1503.2791 | 68.2376 | 216.5019 | 1538.2287 | -1321.7268 |
Avg Daily Profit (%) | 0.6683 | 0.6393 | 0.029 | 0.049 | 0.119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210364 | -195003 | -80112 | -8545614 | -6246020 | -5146019 |
Profit Factor | 3.2236 | 4.892 | 1.2129 | 1.0136 | 1.2039 | 0.8411 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 41.3793 | 34.8837 | 47.7273 | 41.3793 | 34.8837 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.5667 | 9.1317 | 1.3284 | 1.436 | 2.2472 | 0.9212 |
Largest Winning Trade | 1531073 | 1531073 | 60296 | 3460185 | 3460185 | 1639809 |
Largest Losing Trade | -35691 | -35675 | -35691 | -2491464 | -1358885 | -2491464 |
Avg Bars in Trades | 104 | 127 | 82 | 104 | 127 | 82 |
Avg Bars in Winners | 154 | 211 | 114 | 154 | 211 | 114 |
Avg Bars in Losers | 69 | 82 | 53 | 69 | 82 | 53 |
Bars Traded | 9087 | 5466 | 3621 | 9087 | 5466 | 3621 |
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 | 542940 | 492494 | -155505 | -336095 | -38967 | -581603 |
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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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