Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1791650.2562 | 1620788.1092 | 170862.147 | 5245620.7477 | 9192344.1744 | -3946723.4268 |
Total P&L (%) | 1791.6503 | 1620.7881 | 170.8621 | 5245.6207 | 9192.3442 | -3946.7234 |
Avg Daily Profit (%) | 0.7535 | 0.6817 | 0.0719 | 0.1675 | 0.1908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113349 | -94831 | -72835 | -16536731 | -10759529 | -10647591 |
Profit Factor | 3.1347 | 4.4629 | 1.4602 | 1.0777 | 1.2531 | 0.8736 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 33.8583 | 32.8125 | 34.9206 | 33.8583 | 32.8125 | 34.9206 |
Ratio Avg Win / Avg Loss | 6.1236 | 9.1382 | 2.7213 | 2.1052 | 2.5659 | 1.628 |
Largest Winning Trade | 1097968 | 1097968 | 67674 | 10604363 | 10604363 | 4961730 |
Largest Losing Trade | -43949 | -43949 | -22065 | -3745888 | -3486020 | -3745888 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 120 | 105 | 134 | 120 | 105 | 134 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 6942 | 2915 | 4027 | 6942 | 2915 | 4027 |
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 | 461453 | -126586 | -247639 | -132158 | -137274 | -730822 |
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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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