Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3030955.3149 | 2829577.7764 | 201377.5385 | 17150230.0529 | 8768584.1367 | 8381645.9162 |
Total P&L (%) | 3030.9553 | 2829.5778 | 201.3775 | 17150.2301 | 8768.5841 | 8381.6459 |
Avg Daily Profit (%) | 1.3078 | 1.2209 | 0.0869 | 0.2225 | 0.1937 | 0.1918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96167 | -112000 | -95327 | -13658416 | -11041806 | -11597188 |
Profit Factor | 5.4771 | 9.4282 | 1.5901 | 1.2318 | 1.2257 | 1.2385 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 33.3333 | 29.3103 | 37.2881 | 33.3333 | 29.3103 | 37.2881 |
Ratio Avg Win / Avg Loss | 10.9542 | 22.7386 | 2.6742 | 2.4635 | 2.9561 | 2.0829 |
Largest Winning Trade | 2528441 | 2528441 | 61230 | 8844813 | 8844813 | 7604798 |
Largest Losing Trade | -53986 | -53986 | -22568 | -6923327 | -6923327 | -4145206 |
Avg Bars in Trades | 56 | 64 | 48 | 56 | 64 | 48 |
Avg Bars in Winners | 114 | 123 | 108 | 114 | 123 | 108 |
Avg Bars in Losers | 27 | 40 | 12 | 27 | 40 | 12 |
Bars Traded | 6601 | 3762 | 2839 | 6601 | 3762 | 2839 |
Profit Streak | 15.0131 | 0 | 16.6797 | 15.0131 | 0 | 16.6797 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582012 | -169090 | -255316 | 123238 | -182425 | -172542 |
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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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