Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2855282.7652 | 2784394.8801 | 70887.8851 | 721615.8319 | 858682.9164 | -137067.0845 |
Total P&L (%) | 2855.2828 | 2784.3949 | 70.8879 | 721.6158 | 858.6829 | -137.0671 |
Avg Daily Profit (%) | 1.2376 | 1.2068 | 0.0307 | 0.0913 | 0.098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158188 | -114165 | -128451 | -1917242 | -1149209 | -1005383 |
Profit Factor | 4.1917 | 6.648 | 1.1765 | 1.1149 | 1.2411 | 0.9496 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 34.4086 | 27.6596 | 41.3043 | 34.4086 | 27.6596 | 41.3043 |
Ratio Avg Win / Avg Loss | 7.9903 | 17.3871 | 1.6719 | 2.1253 | 3.2461 | 1.3494 |
Largest Winning Trade | 2513476 | 2513476 | 83576 | 1906263 | 1906263 | 384889 |
Largest Losing Trade | -39975 | -35357 | -39975 | -668790 | -530797 | -668790 |
Avg Bars in Trades | 144 | 130 | 158 | 144 | 130 | 158 |
Avg Bars in Winners | 264 | 281 | 251 | 264 | 281 | 251 |
Avg Bars in Losers | 81 | 72 | 91 | 81 | 72 | 91 |
Bars Traded | 13401 | 6133 | 7268 | 13401 | 6133 | 7268 |
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 | 537575 | 145279 | -180410 | -169446 | -78872 | -582419 |
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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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