Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2561073.6539 | 2424884.76 | 136188.894 | 6620599.4591 | 3861866.3376 | 2758733.1216 |
Total P&L (%) | 2561.0737 | 2424.8848 | 136.1889 | 6620.5995 | 3861.8663 | 2758.7331 |
Avg Daily Profit (%) | 1.1092 | 1.0502 | 0.059 | 0.1824 | 0.1595 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109719 | -75375 | -97271 | -8432015 | -5922242 | -3636143 |
Profit Factor | 4.8514 | 7.662 | 1.4525 | 1.2574 | 1.2669 | 1.2453 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 29.8969 | 20.4082 | 39.5833 | 29.8969 | 20.4082 | 39.5833 |
Ratio Avg Win / Avg Loss | 11.3757 | 29.8819 | 2.2169 | 2.9485 | 4.9409 | 1.9007 |
Largest Winning Trade | 2038496 | 2038496 | 81000 | 6319473 | 6319473 | 4912683 |
Largest Losing Trade | -27644 | -24569 | -27644 | -2165193 | -2165193 | -1794812 |
Avg Bars in Trades | 66 | 56 | 75 | 66 | 56 | 75 |
Avg Bars in Winners | 177 | 199 | 166 | 177 | 199 | 166 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 6436 | 2791 | 3645 | 6436 | 2791 | 3645 |
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 | 473278 | -28323 | -115999 | 30544 | -41550 | -1734 |
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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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