Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2617832.5579 | 2471094.9739 | 146737.584 | 5367146.0466 | 6465566.1536 | -1098420.107 |
Total P&L (%) | 2617.8326 | 2471.095 | 146.7376 | 5367.146 | 6465.5662 | -1098.4201 |
Avg Daily Profit (%) | 1.1308 | 1.0674 | 0.0634 | 0.173 | 0.1809 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101254 | -60984 | -116312 | -12238610 | -6387945 | -10063839 |
Profit Factor | 4.3028 | 7.0047 | 1.3851 | 1.1123 | 1.2717 | 0.9542 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 30.0654 | 24.6753 | 35.5263 | 30.0654 | 24.6753 | 35.5263 |
Ratio Avg Win / Avg Loss | 10.0087 | 21.3826 | 2.5136 | 2.5873 | 3.882 | 1.7317 |
Largest Winning Trade | 2112469 | 2112469 | 80554 | 6371037 | 6371037 | 4662397 |
Largest Losing Trade | -42265 | -32275 | -42265 | -4919835 | -1711619 | -4919835 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 80 | 75 | 83 | 80 | 75 | 83 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4446 | 1884 | 2562 | 4446 | 1884 | 2562 |
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 | 506303 | -50999 | -161663 | -94732 | -64029 | -633087 |
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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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