Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2416620.6611 | 2310436.7735 | 106183.8876 | 1409768.2556 | 4481990.8669 | -3072222.6113 |
Total P&L (%) | 2416.6207 | 2310.4368 | 106.1839 | 1409.7683 | 4481.9909 | -3072.2226 |
Avg Daily Profit (%) | 1.0472 | 1.0012 | 0.046 | 0.1177 | 0.1659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94665 | -102348 | -132549 | -4789948 | -3619725 | -4118509 |
Profit Factor | 4.0355 | 6.4026 | 1.2882 | 1.0606 | 1.3702 | 0.725 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 32.5581 | 27.907 | 37.2093 | 32.5581 | 27.907 | 37.2093 |
Ratio Avg Win / Avg Loss | 8.3593 | 16.54 | 2.1738 | 2.1969 | 3.5397 | 1.2234 |
Largest Winning Trade | 2016841 | 2016841 | 83489 | 5667197 | 5667197 | 1417902 |
Largest Losing Trade | -43568 | -34065 | -43568 | -1693586 | -1072048 | -1693586 |
Avg Bars in Trades | 105 | 93 | 118 | 105 | 93 | 118 |
Avg Bars in Winners | 221 | 209 | 230 | 221 | 209 | 230 |
Avg Bars in Losers | 49 | 47 | 52 | 49 | 47 | 52 |
Bars Traded | 9095 | 3999 | 5096 | 9095 | 3999 | 5096 |
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 | 500939 | 177017 | -135257 | -194811 | -7581 | -584034 |
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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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