Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3629692.1129 | 3590872.512 | 38819.6009 | 175832.0826 | 209604.2643 | -33772.1817 |
Total P&L (%) | 3629.6921 | 3590.8725 | 38.8196 | 175.8321 | 209.6043 | -33.7722 |
Avg Daily Profit (%) | 1.5728 | 1.556 | 0.0168 | 0.044 | 0.049 | -0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195201 | -199767 | -59538 | -4115125 | -3727825 | -783402 |
Profit Factor | 5.1277 | 6.525 | 1.1692 | 1.0209 | 1.0325 | 0.9829 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 46.789 | 38.8889 | 54.5455 | 46.789 | 38.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.8315 | 10.2536 | 0.9743 | 1.161 | 1.6225 | 0.8191 |
Largest Winning Trade | 3229248 | 3229248 | 25593 | 2092808 | 2092808 | 353012 |
Largest Losing Trade | -80916 | -80916 | -33205 | -1313232 | -1313232 | -457641 |
Avg Bars in Trades | 79 | 141 | 18 | 79 | 141 | 18 |
Avg Bars in Winners | 91 | 190 | 21 | 91 | 190 | 21 |
Avg Bars in Losers | 69 | 110 | 15 | 69 | 110 | 15 |
Bars Traded | 8668 | 7655 | 1013 | 8668 | 7655 | 1013 |
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 | 747591 | -162025 | -387963 | -332697 | -495521 | -759966 |
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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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