Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1829277.7191 | 1694674.9287 | 134602.7904 | 902178.6426 | 846353.8375 | 55824.8051 |
Total P&L (%) | 1829.2777 | 1694.6749 | 134.6028 | 902.1786 | 846.3538 | 55.8248 |
Avg Daily Profit (%) | 0.7668 | 0.7104 | 0.0564 | 0.0967 | 0.0943 | 0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229374 | -128941 | -145560 | -27843410 | -17625769 | -20018299 |
Profit Factor | 3.2001 | 4.5821 | 1.3756 | 1.0124 | 1.0219 | 1.0016 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 38.2022 | 33.3333 | 43.1818 | 38.2022 | 33.3333 | 43.1818 |
Ratio Avg Win / Avg Loss | 5.1766 | 9.1642 | 1.81 | 1.6377 | 2.0437 | 1.3179 |
Largest Winning Trade | 1241496 | 1241496 | 71869 | 14532222 | 14532222 | 10637539 |
Largest Losing Trade | -47802 | -37281 | -47802 | -11096594 | -6306704 | -11096594 |
Avg Bars in Trades | 78 | 68 | 88 | 78 | 68 | 88 |
Avg Bars in Winners | 142 | 142 | 141 | 142 | 142 | 141 |
Avg Bars in Losers | 38 | 31 | 47 | 38 | 31 | 47 |
Bars Traded | 6950 | 3078 | 3872 | 6950 | 3078 | 3872 |
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 | 527316 | 485019 | -118514 | -273647 | -268501 | -390277 |
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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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