Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1893521.1129 | 1707191.7325 | 186329.3804 | 6457841.1098 | -9144498.8103 | 15602339.9202 |
Total P&L (%) | 1893.5211 | 1707.1917 | 186.3294 | 6457.8411 | -9144.4988 | 15602.3399 |
Avg Daily Profit (%) | 0.8051 | 0.7258 | 0.0792 | 0.178 | 0 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116275 | -109753 | -32045 | -16812506 | -14522215 | -3556426 |
Profit Factor | 4.2718 | 5.3588 | 1.996 | 1.1499 | 0.7229 | 2.5471 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 33.6735 | 26.5306 | 40.8163 | 33.6735 | 26.5306 | 40.8163 |
Ratio Avg Win / Avg Loss | 8.4141 | 14.8397 | 2.8942 | 2.2649 | 2.002 | 3.6933 |
Largest Winning Trade | 1506957 | 1506957 | 55102 | 8302701 | 6888269 | 8302701 |
Largest Losing Trade | -33730 | -33730 | -15728 | -5315726 | -5315726 | -1087180 |
Avg Bars in Trades | 45 | 53 | 37 | 45 | 53 | 37 |
Avg Bars in Winners | 87 | 112 | 71 | 87 | 112 | 71 |
Avg Bars in Losers | 24 | 32 | 13 | 24 | 32 | 13 |
Bars Traded | 4472 | 2632 | 1840 | 4472 | 2632 | 1840 |
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 | 516352 | -2660 | -86859 | -52798 | -601250 | 343752 |
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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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