Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2659698.544 | 2561812.684 | 97885.8599 | 2444936.9772 | 2051050.6282 | 393886.3489 |
Total P&L (%) | 2659.6985 | 2561.8127 | 97.8859 | 2444.937 | 2051.0506 | 393.8863 |
Avg Daily Profit (%) | 1.1528 | 1.1104 | 0.0424 | 0.1404 | 0.1331 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165133 | -105501 | -111538 | -6685855 | -5412148 | -3713271 |
Profit Factor | 4.7383 | 7.4395 | 1.3121 | 1.1168 | 1.1662 | 1.0458 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 37.3333 | 28.9474 | 45.9459 | 37.3333 | 28.9474 | 45.9459 |
Ratio Avg Win / Avg Loss | 7.9536 | 18.2607 | 1.5436 | 1.8746 | 2.8625 | 1.2304 |
Largest Winning Trade | 2240299 | 2240299 | 80495 | 5138687 | 5138687 | 1874703 |
Largest Losing Trade | -38811 | -34380 | -38811 | -1999834 | -1644626 | -1999834 |
Avg Bars in Trades | 173 | 147 | 200 | 173 | 147 | 200 |
Avg Bars in Winners | 333 | 319 | 343 | 333 | 319 | 343 |
Avg Bars in Losers | 77 | 77 | 78 | 77 | 77 | 78 |
Bars Traded | 13002 | 5598 | 7404 | 13002 | 5598 | 7404 |
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 | -45128 | 344142 | -136539 | -162374 | -63920 | -272177 |
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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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