Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2780316.874 | 2602065.0036 | 178251.8704 | 5578096.2069 | 3349245.1741 | 2228851.0328 |
Total P&L (%) | 2780.3169 | 2602.065 | 178.2519 | 5578.0962 | 3349.2452 | 2228.851 |
Avg Daily Profit (%) | 1.2051 | 1.1278 | 0.0773 | 0.1752 | 0.1536 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97321 | -109978 | -140063 | -4150222 | -3502118 | -2461581 |
Profit Factor | 4.6801 | 6.8142 | 1.5788 | 1.2749 | 1.268 | 1.286 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 41.0526 | 31.25 | 51.0638 | 41.0526 | 31.25 | 51.0638 |
Ratio Avg Win / Avg Loss | 6.7202 | 14.9913 | 1.513 | 1.8306 | 2.7895 | 1.2324 |
Largest Winning Trade | 2366322 | 2366322 | 67793 | 4935302 | 4935302 | 1463932 |
Largest Losing Trade | -39557 | -39557 | -34876 | -1772090 | -1772090 | -915407 |
Avg Bars in Trades | 141 | 137 | 145 | 141 | 137 | 145 |
Avg Bars in Winners | 243 | 277 | 222 | 243 | 277 | 222 |
Avg Bars in Losers | 70 | 73 | 64 | 70 | 73 | 64 |
Bars Traded | 13417 | 6596 | 6821 | 13417 | 6596 | 6821 |
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 | 642660 | 531930 | -86675 | 203086 | 51741 | -10124 |
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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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