Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3455390.7514 | 3284851.5643 | 170539.1871 | 2642395.2501 | 4269000.1108 | -1626604.8608 |
Total P&L (%) | 3455.3908 | 3284.8516 | 170.5392 | 2642.3953 | 4269.0001 | -1626.6049 |
Avg Daily Profit (%) | 1.4958 | 1.422 | 0.0738 | 0.1435 | 0.1636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179706 | -195695 | -101406 | -9998698 | -6904162 | -5186968 |
Profit Factor | 5.1597 | 6.9268 | 1.6169 | 1.0921 | 1.2363 | 0.8469 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 37.2093 | 27.907 | 46.5116 | 37.2093 | 27.907 | 46.5116 |
Ratio Avg Win / Avg Loss | 8.7071 | 17.8942 | 1.8595 | 1.8429 | 3.1937 | 0.9739 |
Largest Winning Trade | 2889552 | 2889552 | 59776 | 7525992 | 7525992 | 1343674 |
Largest Losing Trade | -41950 | -41950 | -27112 | -3465077 | -3465077 | -2657390 |
Avg Bars in Trades | 79 | 103 | 55 | 79 | 103 | 55 |
Avg Bars in Winners | 127 | 195 | 86 | 127 | 195 | 86 |
Avg Bars in Losers | 50 | 67 | 28 | 50 | 67 | 28 |
Bars Traded | 6828 | 4442 | 2386 | 6828 | 4442 | 2386 |
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 | 609755 | 190169 | -92616 | -123962 | -8419 | -582083 |
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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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