Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2911749.3695 | 2714038.8365 | 197710.533 | 10441120.8566 | -3432300.8877 | 13873421.7443 |
Total P&L (%) | 2911.7494 | 2714.0388 | 197.7105 | 10441.1209 | -3432.3009 | 13873.4217 |
Avg Daily Profit (%) | 1.2598 | 1.1742 | 0.0855 | 0.2017 | 0 | 0.2139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157330 | -89433 | -88558 | -34209582 | -23582910 | -15501282 |
Profit Factor | 4.7913 | 7.3535 | 1.5801 | 1.1438 | 0.9205 | 1.472 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 33.9806 | 23.0769 | 45.098 | 33.9806 | 23.0769 | 45.098 |
Ratio Avg Win / Avg Loss | 9.3089 | 24.5116 | 1.9236 | 2.2223 | 3.0685 | 1.7921 |
Largest Winning Trade | 2262161 | 2262161 | 81739 | 14668566 | 14668566 | 10455967 |
Largest Losing Trade | -36397 | -29628 | -36397 | -7640422 | -7640422 | -4556252 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 129 | 153 | 117 | 129 | 153 | 117 |
Avg Bars in Losers | 31 | 28 | 36 | 31 | 28 | 36 |
Bars Traded | 6712 | 2997 | 3715 | 6712 | 2997 | 3715 |
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 | 549047 | -196604 | -257807 | -59098 | -796623 | -171558 |
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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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