Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3321524.7397 | 3145555.6233 | 175969.1164 | 8894636.6486 | 273896.2945 | 8620740.3541 |
Total P&L (%) | 3321.5247 | 3145.5556 | 175.9691 | 8894.6366 | 273.8963 | 8620.7404 |
Avg Daily Profit (%) | 1.4397 | 1.3634 | 0.0763 | 0.1952 | 0.0572 | 0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103249 | -91947 | -62458 | -23882482 | -19349123 | -12574600 |
Profit Factor | 5.147 | 8.5112 | 1.4604 | 1.1015 | 1.0057 | 1.217 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 33.6283 | 26.3158 | 41.0714 | 33.6283 | 26.3158 | 41.0714 |
Ratio Avg Win / Avg Loss | 10.1585 | 23.8314 | 2.0954 | 2.1741 | 2.816 | 1.7461 |
Largest Winning Trade | 2724795 | 2724795 | 84312 | 13746356 | 13746356 | 6760047 |
Largest Losing Trade | -34258 | -25368 | -34258 | -5817532 | -5153150 | -5817532 |
Avg Bars in Trades | 118 | 104 | 132 | 118 | 104 | 132 |
Avg Bars in Winners | 243 | 255 | 235 | 243 | 255 | 235 |
Avg Bars in Losers | 55 | 50 | 61 | 55 | 50 | 61 |
Bars Traded | 13387 | 5952 | 7435 | 13387 | 5952 | 7435 |
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 | 560065 | -182165 | -272463 | -105787 | -534038 | -174854 |
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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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