Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2796278.8989 | 2669696.9112 | 126581.9876 | 5543427.8293 | 2378252.4068 | 3165175.4225 |
Total P&L (%) | 2796.2789 | 2669.6969 | 126.582 | 5543.4278 | 2378.2524 | 3165.1754 |
Avg Daily Profit (%) | 1.2087 | 1.154 | 0.0547 | 0.1745 | 0.1389 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94348 | -98282 | -66095 | -11029622 | -8683197 | -5894178 |
Profit Factor | 5.1079 | 7.8918 | 1.4315 | 1.1409 | 1.1029 | 1.1948 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 30.3371 | 22.2222 | 38.6364 | 30.3371 | 22.2222 | 38.6364 |
Ratio Avg Win / Avg Loss | 11.7294 | 27.6213 | 2.2736 | 2.6198 | 3.8603 | 1.8976 |
Largest Winning Trade | 2265354 | 2265354 | 79444 | 6051740 | 6051740 | 5726921 |
Largest Losing Trade | -31519 | -31519 | -27499 | -2785470 | -2785470 | -1753601 |
Avg Bars in Trades | 96 | 86 | 107 | 96 | 86 | 107 |
Avg Bars in Winners | 236 | 264 | 220 | 236 | 264 | 220 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 8588 | 3873 | 4715 | 8588 | 3873 | 4715 |
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 | 503485 | -20267 | -122216 | -64055 | -155708 | -1884 |
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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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