Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2335670.848 | 2193756.4851 | 141914.3629 | 1001258.0033 | -1826918.0589 | 2828176.0622 |
Total P&L (%) | 2335.6708 | 2193.7565 | 141.9144 | 1001.258 | -1826.9181 | 2828.1761 |
Avg Daily Profit (%) | 0.9917 | 0.9314 | 0.0603 | 0.1019 | 0 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128143 | -110764 | -49700 | -3658870 | -6008273 | -897804 |
Profit Factor | 4.3554 | 5.7902 | 1.5959 | 1.0691 | 0.8296 | 1.7518 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 44.9438 | 31.8182 | 57.7778 | 44.9438 | 31.8182 | 57.7778 |
Ratio Avg Win / Avg Loss | 5.3353 | 12.4077 | 1.1663 | 1.3097 | 1.7776 | 1.2802 |
Largest Winning Trade | 2190645 | 2190645 | 56950 | 4037288 | 4037288 | 1661019 |
Largest Losing Trade | -43455 | -43455 | -33324 | -1935187 | -1935187 | -609704 |
Avg Bars in Trades | 76 | 100 | 53 | 76 | 100 | 53 |
Avg Bars in Winners | 98 | 158 | 65 | 98 | 158 | 65 |
Avg Bars in Losers | 59 | 72 | 37 | 59 | 72 | 37 |
Bars Traded | 6829 | 4401 | 2428 | 6829 | 4401 | 2428 |
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 | 681329 | 527119 | -109503 | -202707 | -585012 | 79154 |
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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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