Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2403955.3824 | 2196260.9181 | 207694.4642 | 15380655.5008 | 9214202.658 | 6166452.8428 |
Total P&L (%) | 2403.9554 | 2196.2609 | 207.6945 | 15380.6555 | 9214.2027 | 6166.4528 |
Avg Daily Profit (%) | 1.0353 | 0.9458 | 0.0894 | 0.2174 | 0.1955 | 0.1784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99847 | -104926 | -80538 | -21773433 | -16659419 | -12068093 |
Profit Factor | 4.8827 | 7.305 | 1.7669 | 1.2116 | 1.2104 | 1.2135 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 42.7184 | 34.6154 | 50.9804 | 42.7184 | 34.6154 | 50.9804 |
Ratio Avg Win / Avg Loss | 6.5472 | 13.7983 | 1.699 | 1.6246 | 2.2862 | 1.1668 |
Largest Winning Trade | 1809242 | 1809242 | 82356 | 11020644 | 11020644 | 7234467 |
Largest Losing Trade | -36139 | -26578 | -36139 | -6203163 | -6203163 | -5863672 |
Avg Bars in Trades | 86 | 69 | 103 | 86 | 69 | 103 |
Avg Bars in Winners | 150 | 142 | 156 | 150 | 142 | 156 |
Avg Bars in Losers | 38 | 31 | 47 | 38 | 31 | 47 |
Bars Traded | 8884 | 3625 | 5259 | 8884 | 3625 | 5259 |
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 | 666774 | -164217 | -250122 | 226204 | -177392 | -172520 |
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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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