Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3049907.2613 | 2933727.5025 | 116179.7587 | 1773060.8443 | 1258494.948 | 514565.8963 |
Total P&L (%) | 3049.9073 | 2933.7275 | 116.1798 | 1773.0608 | 1258.4949 | 514.5659 |
Avg Daily Profit (%) | 1.3166 | 1.2664 | 0.0502 | 0.1266 | 0.1127 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154614 | -107143 | -92950 | -2653391 | -2325731 | -1532729 |
Profit Factor | 4.7628 | 7.3458 | 1.3336 | 1.1653 | 1.1956 | 1.12 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 32.2581 | 27.6596 | 36.9565 | 32.2581 | 27.6596 | 36.9565 |
Ratio Avg Win / Avg Loss | 10.0018 | 19.2122 | 2.275 | 2.4472 | 3.1269 | 1.9105 |
Largest Winning Trade | 2712387 | 2712387 | 81823 | 2747395 | 2747395 | 1319931 |
Largest Losing Trade | -62186 | -39626 | -62186 | -1354578 | -833563 | -1354578 |
Avg Bars in Trades | 96 | 84 | 107 | 96 | 84 | 107 |
Avg Bars in Winners | 192 | 175 | 205 | 192 | 175 | 205 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 8948 | 3990 | 4958 | 8948 | 3990 | 4958 |
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 | 525015 | 147141 | -129534 | -67831 | -64444 | -180285 |
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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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