Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3002487.9949 | 2742591.3224 | 259896.6725 | 24681862.2004 | 3676394.8457 | 21005467.3547 |
Total P&L (%) | 3002.488 | 2742.5913 | 259.8967 | 24681.8622 | 3676.3948 | 21005.4674 |
Avg Daily Profit (%) | 1.2956 | 1.1834 | 0.1121 | 0.2382 | 0.1568 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94701 | -88793 | -73721 | -21868057 | -13953649 | -12951143 |
Profit Factor | 5.0098 | 7.606 | 1.779 | 1.3146 | 1.073 | 1.7483 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 46.4286 | 37.1429 | 55.7143 | 46.4286 | 37.1429 | 55.7143 |
Ratio Avg Win / Avg Loss | 5.7805 | 12.8717 | 1.4141 | 1.5169 | 1.8158 | 1.3897 |
Largest Winning Trade | 2332945 | 2332945 | 82716 | 11483420 | 11483420 | 8438102 |
Largest Losing Trade | -33016 | -33016 | -32863 | -5312267 | -5312267 | -5065081 |
Avg Bars in Trades | 65 | 55 | 74 | 65 | 55 | 74 |
Avg Bars in Winners | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 9128 | 3890 | 5238 | 9128 | 3890 | 5238 |
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 | 733681 | -77431 | -134456 | 310682 | -230927 | -82931 |
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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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