Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2940842.3328 | 2813376.2156 | 127466.1173 | 4701097.8729 | 9072841.4129 | -4371743.5399 |
Total P&L (%) | 2940.8423 | 2813.3762 | 127.4661 | 4701.0979 | 9072.8414 | -4371.7435 |
Avg Daily Profit (%) | 1.2747 | 1.2194 | 0.0552 | 0.1679 | 0.1961 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137643 | -100006 | -81730 | -19630834 | -11495598 | -14773054 |
Profit Factor | 4.7661 | 7.3063 | 1.3808 | 1.065 | 1.2382 | 0.8721 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 33.3333 | 26.1538 | 40.625 | 33.3333 | 26.1538 | 40.625 |
Ratio Avg Win / Avg Loss | 9.5322 | 20.6294 | 2.0181 | 2.1301 | 3.4961 | 1.2747 |
Largest Winning Trade | 2505237 | 2505237 | 81324 | 12334394 | 12334394 | 4219945 |
Largest Losing Trade | -38067 | -38067 | -24777 | -6053519 | -3102812 | -6053519 |
Avg Bars in Trades | 100 | 85 | 116 | 100 | 85 | 116 |
Avg Bars in Winners | 219 | 215 | 221 | 219 | 215 | 221 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 12996 | 5541 | 7455 | 12996 | 5541 | 7455 |
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 | 542228 | -134629 | -260557 | -146250 | -147866 | -722215 |
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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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