Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3079784.5585 | 2917742.1314 | 162042.4272 | 6616267.8782 | 4988348.0659 | 1627919.8122 |
Total P&L (%) | 3079.7846 | 2917.7421 | 162.0424 | 6616.2679 | 4988.3481 | 1627.9198 |
Avg Daily Profit (%) | 1.3299 | 1.26 | 0.07 | 0.1818 | 0.1698 | 0.1231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100851 | -104816 | -95452 | -14550210 | -11276642 | -7942230 |
Profit Factor | 5.4378 | 7.9451 | 1.5917 | 1.1073 | 1.1333 | 1.0673 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 34.8315 | 28.8889 | 40.9091 | 34.8315 | 28.8889 | 40.9091 |
Ratio Avg Win / Avg Loss | 10.174 | 19.5571 | 2.2991 | 2.0718 | 2.7896 | 1.5416 |
Largest Winning Trade | 2507752 | 2507752 | 79093 | 11111489 | 11111489 | 7193958 |
Largest Losing Trade | -38871 | -38871 | -27520 | -4271635 | -4271635 | -3024931 |
Avg Bars in Trades | 99 | 100 | 99 | 99 | 100 | 99 |
Avg Bars in Winners | 198 | 215 | 186 | 198 | 215 | 186 |
Avg Bars in Losers | 47 | 53 | 39 | 47 | 53 | 39 |
Bars Traded | 8893 | 4507 | 4386 | 8893 | 4507 | 4386 |
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 | 578904 | 341446 | -100007 | -99118 | -77661 | -177130 |
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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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