Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840611.3402 | 1645306.9197 | 195304.4205 | 6724275.0083 | -2000138.1661 | 8724413.1744 |
Total P&L (%) | 1840.6113 | 1645.3069 | 195.3044 | 6724.275 | -2000.1382 | 8724.4132 |
Avg Daily Profit (%) | 0.7826 | 0.6995 | 0.083 | 0.1797 | 0 | 0.1907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73884 | -56217 | -94119 | -8210927 | -6598612 | -1789417 |
Profit Factor | 4.9603 | 7.0672 | 2.0089 | 1.4303 | 0.8241 | 3.0498 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 38.7097 | 29.7872 | 47.8261 | 38.7097 | 29.7872 | 47.8261 |
Ratio Avg Win / Avg Loss | 7.8538 | 16.6584 | 2.1915 | 2.2647 | 1.9425 | 3.3271 |
Largest Winning Trade | 1549135 | 1549135 | 65252 | 5110816 | 3293408 | 5110816 |
Largest Losing Trade | -32019 | -20214 | -32019 | -3039355 | -3039355 | -1040810 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 4415 | 1893 | 2522 | 4415 | 1893 | 2522 |
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 | 599045 | 439242 | -79043 | 205670 | -586634 | 468443 |
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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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