Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3634864.707 | 3559392.0308 | 75472.6762 | 482242.4026 | 173136.9808 | 309105.4217 |
Total P&L (%) | 3634.8647 | 3559.392 | 75.4727 | 482.2424 | 173.137 | 309.1054 |
Avg Daily Profit (%) | 1.5751 | 1.5424 | 0.0327 | 0.0764 | 0.0436 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183595 | -193611 | -66834 | -2567909 | -2401735 | -457080 |
Profit Factor | 5.8892 | 7.3313 | 1.4164 | 1.0791 | 1.0354 | 1.2553 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 49.4382 | 47.7273 | 51.1111 | 49.4382 | 47.7273 | 51.1111 |
Ratio Avg Win / Avg Loss | 6.023 | 8.0295 | 1.3548 | 1.1036 | 1.1341 | 1.2007 |
Largest Winning Trade | 3272768 | 3272768 | 30173 | 1277471 | 1277471 | 273989 |
Largest Losing Trade | -81085 | -81085 | -44103 | -1007812 | -1007812 | -442076 |
Avg Bars in Trades | 97 | 174 | 21 | 97 | 174 | 21 |
Avg Bars in Winners | 106 | 193 | 26 | 106 | 193 | 26 |
Avg Bars in Losers | 88 | 158 | 16 | 88 | 158 | 16 |
Bars Traded | 8667 | 7696 | 971 | 8667 | 7696 | 971 |
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 | 802975 | 774477 | -147918 | -224463 | -317103 | -111087 |
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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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