Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011957.1163 | 747310.1993 | 264646.9171 | 17316375.3019 | 4507213.5613 | 12809161.7405 |
Total P&L (%) | 1011.9571 | 747.3102 | 264.6469 | 17316.3753 | 4507.2136 | 12809.1617 |
Avg Daily Profit (%) | 0.4187 | 0.3092 | 0.1095 | 0.2137 | 0.1586 | 0.2013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100406 | -68503 | -112854 | -10529904 | -5852481 | -5293244 |
Profit Factor | 2.8736 | 3.6545 | 2.0234 | 1.6111 | 1.2811 | 2.0412 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 42.1569 | 37.2549 | 47.0588 | 42.1569 | 37.2549 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.9428 | 6.155 | 2.2764 | 2.2106 | 2.1576 | 2.2963 |
Largest Winning Trade | 326061 | 326061 | 63685 | 7334325 | 6566257 | 7334325 |
Largest Losing Trade | -37543 | -25191 | -37543 | -3348250 | -3348250 | -2922509 |
Avg Bars in Trades | 92 | 85 | 98 | 92 | 85 | 98 |
Avg Bars in Winners | 147 | 136 | 156 | 147 | 136 | 156 |
Avg Bars in Losers | 51 | 55 | 46 | 51 | 55 | 46 |
Bars Traded | 9398 | 4373 | 5025 | 9398 | 4373 | 5025 |
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 | 454116 | -169232 | -224167 | 303338 | -176248 | -169270 |
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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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