Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2575098.0827 | 2432531.6208 | 142566.4619 | 9534566.8654 | 5843365.1926 | 3691201.6728 |
Total P&L (%) | 2575.0981 | 2432.5316 | 142.5665 | 9534.5669 | 5843.3652 | 3691.2017 |
Avg Daily Profit (%) | 1.1112 | 1.0496 | 0.0615 | 0.1973 | 0.1764 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93210 | -76722 | -89450 | -9574192 | -6973296 | -5802386 |
Profit Factor | 4.9484 | 7.8447 | 1.4803 | 1.2614 | 1.2889 | 1.2272 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 31.6832 | 23.5294 | 40 | 31.6832 | 23.5294 | 40 |
Ratio Avg Win / Avg Loss | 10.67 | 25.4953 | 2.2205 | 2.72 | 4.189 | 1.8408 |
Largest Winning Trade | 2019756 | 2019756 | 81340 | 6047854 | 5965533 | 6047854 |
Largest Losing Trade | -42265 | -32275 | -42265 | -2245877 | -2245877 | -2143945 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 106 | 110 | 103 | 106 | 110 | 103 |
Avg Bars in Losers | 13 | 14 | 10 | 13 | 14 | 10 |
Bars Traded | 4293 | 1898 | 2395 | 4293 | 1898 | 2395 |
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 | 516198 | -194718 | -292430 | 76306 | -207665 | -175524 |
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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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