Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2782424.9681 | 2686003.1109 | 96421.8572 | 1284058.7685 | 3168514.7598 | -1884455.9913 |
Total P&L (%) | 2782.425 | 2686.0031 | 96.4219 | 1284.0588 | 3168.5148 | -1884.456 |
Avg Daily Profit (%) | 1.1997 | 1.1581 | 0.0416 | 0.1134 | 0.1505 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144776 | -84015 | -139406 | -6420052 | -2890677 | -4956939 |
Profit Factor | 3.7977 | 6.7904 | 1.1817 | 1.064 | 1.3559 | 0.831 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 47.9769 | 43.6782 | 52.3256 | 47.9769 | 43.6782 | 52.3256 |
Ratio Avg Win / Avg Loss | 4.1179 | 8.756 | 1.0767 | 1.1538 | 1.7484 | 0.7572 |
Largest Winning Trade | 2468617 | 2468617 | 85244 | 4344618 | 4344618 | 1138773 |
Largest Losing Trade | -67260 | -43649 | -67260 | -4075988 | -976670 | -4075988 |
Avg Bars in Trades | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Winners | 72 | 63 | 80 | 72 | 63 | 80 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 8945 | 3745 | 5199 | 8945 | 3745 | 5199 |
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 | 739639 | 692104 | -158059 | -191222 | 229353 | -580800 |
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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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