Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1847534.8478 | 1681544.6096 | 165990.2381 | 5281341.8324 | -6877788.1301 | 12159129.9625 |
Total P&L (%) | 1847.5348 | 1681.5446 | 165.9902 | 5281.3418 | -6877.7881 | 12159.13 |
Avg Daily Profit (%) | 0.7832 | 0.7128 | 0.0704 | 0.1691 | 0 | 0.2041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92066 | -104060 | -59323 | -14179143 | -14183984 | -5928320 |
Profit Factor | 3.6296 | 4.7422 | 1.6554 | 1.0994 | 0.8158 | 1.7706 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 37.037 | 29.4118 | 44.7761 | 37.037 | 29.4118 | 44.7761 |
Ratio Avg Win / Avg Loss | 6.1703 | 11.3813 | 2.0417 | 1.869 | 1.9579 | 2.1837 |
Largest Winning Trade | 1468686 | 1468686 | 65158 | 5726734 | 5726734 | 4843526 |
Largest Losing Trade | -27149 | -27149 | -20728 | -4799821 | -4799821 | -2080068 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 59 | 77 | 47 | 59 | 77 | 47 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 4434 | 2415 | 2019 | 4434 | 2415 | 2019 |
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 | 544632 | -99801 | -214840 | -106953 | -697828 | -107559 |
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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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