Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2481325.4185 | 2258528.8479 | 222796.5706 | 13869195.5905 | -803160.8838 | 14672356.4743 |
Total P&L (%) | 2481.3254 | 2258.5288 | 222.7966 | 13869.1956 | -803.1609 | 14672.3565 |
Avg Daily Profit (%) | 1.0715 | 0.9753 | 0.0962 | 0.2135 | 0 | 0.2159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91044 | -117901 | -65029 | -9358282 | -11993147 | -4291479 |
Profit Factor | 5.1055 | 7.9527 | 1.797 | 1.3278 | 0.9708 | 1.9917 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.1687 | 30.9524 | 53.6585 | 42.1687 | 30.9524 | 53.6585 |
Ratio Avg Win / Avg Loss | 7.0018 | 17.7406 | 1.5519 | 1.821 | 2.1657 | 1.7201 |
Largest Winning Trade | 1830893 | 1830893 | 78097 | 7519304 | 7519304 | 6958029 |
Largest Losing Trade | -65022 | -33869 | -65022 | -3576904 | -3576904 | -1702182 |
Avg Bars in Trades | 107 | 93 | 121 | 107 | 93 | 121 |
Avg Bars in Winners | 167 | 176 | 161 | 167 | 176 | 161 |
Avg Bars in Losers | 63 | 56 | 74 | 63 | 56 | 74 |
Bars Traded | 8907 | 3926 | 4981 | 8907 | 3926 | 4981 |
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 | 610229 | 521362 | -60609 | 187023 | -585364 | 448856 |
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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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