Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378143.9953 | 1174756.7435 | 203387.2518 | 14693213.8183 | 2933161.683 | 11760052.1353 |
Total P&L (%) | 1378.144 | 1174.7567 | 203.3873 | 14693.2138 | 2933.1617 | 11760.0521 |
Avg Daily Profit (%) | 0.5972 | 0.509 | 0.0881 | 0.2168 | 0.148 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114951 | -110660 | -54215 | -16343641 | -11360938 | -11183978 |
Profit Factor | 2.9657 | 3.9505 | 1.6714 | 1.2232 | 1.0705 | 1.4855 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 39.7849 | 34.0426 | 45.6522 | 39.7849 | 34.0426 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.4886 | 7.6542 | 1.9897 | 1.8513 | 2.0741 | 1.7684 |
Largest Winning Trade | 400264 | 400264 | 83127 | 9367338 | 9367338 | 6118894 |
Largest Losing Trade | -28683 | -26508 | -28683 | -4966627 | -4746555 | -4966627 |
Avg Bars in Trades | 96 | 86 | 105 | 96 | 86 | 105 |
Avg Bars in Winners | 167 | 163 | 171 | 167 | 163 | 171 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 8937 | 4062 | 4874 | 8937 | 4062 | 4874 |
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 | 481383 | 416880 | -73748 | 186550 | -143100 | 317161 |
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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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