Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2083567.5506 | 2091497.6567 | -7930.1062 | 218751.7123 | 1251163.5281 | -1032411.8158 |
Total P&L (%) | 2083.5676 | 2091.4977 | -7.9301 | 218.7517 | 1251.1635 | -1032.4118 |
Avg Daily Profit (%) | 0.9029 | 0.9063 | -0.0034 | 0.0502 | 0.1129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161050 | -111213 | -200553 | -1681660 | -765687 | -1282484 |
Profit Factor | 3.4016 | 5.6218 | 0.9809 | 1.0434 | 1.4987 | 0.5916 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 35.4839 | 29.7872 | 41.3043 | 35.4839 | 29.7872 | 41.3043 |
Ratio Avg Win / Avg Loss | 6.1848 | 13.2515 | 1.3939 | 1.8971 | 3.5326 | 0.8407 |
Largest Winning Trade | 1813883 | 1813883 | 82964 | 1763255 | 1763255 | 270568 |
Largest Losing Trade | -55480 | -55480 | -42331 | -565594 | -565594 | -510662 |
Avg Bars in Trades | 92 | 75 | 109 | 92 | 75 | 109 |
Avg Bars in Winners | 187 | 158 | 208 | 187 | 158 | 208 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 8584 | 3544 | 5039 | 8584 | 3544 | 5039 |
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 | 517075 | 463493 | -582419 | -302854 | -48107 | -584086 |
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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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