Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729146.2115 | 1551318.0443 | 177828.1671 | 4465277.6985 | -1863490.1616 | 6328767.8601 |
Total P&L (%) | 1729.1462 | 1551.318 | 177.8282 | 4465.2777 | -1863.4902 | 6328.7679 |
Avg Daily Profit (%) | 0.7319 | 0.6566 | 0.0753 | 0.1619 | 0 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99867 | -72147 | -76786 | -5236061 | -5051672 | -1926942 |
Profit Factor | 4.0212 | 5.9545 | 1.686 | 1.3431 | 0.7917 | 2.5552 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 32.7103 | 25.9259 | 39.6226 | 32.7103 | 25.9259 | 39.6226 |
Ratio Avg Win / Avg Loss | 8.2721 | 17.0129 | 2.5691 | 2.7629 | 2.262 | 3.8937 |
Largest Winning Trade | 1435906 | 1435906 | 60950 | 2567671 | 1865536 | 2567671 |
Largest Losing Trade | -35102 | -28964 | -35102 | -2023885 | -2023885 | -444531 |
Avg Bars in Trades | 62 | 53 | 70 | 62 | 53 | 70 |
Avg Bars in Winners | 139 | 128 | 146 | 139 | 128 | 146 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 6636 | 2907 | 3728 | 6636 | 2907 | 3728 |
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 | 475973 | -185631 | -273348 | 98305 | -784067 | -171383 |
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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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