Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2821456.8267 | 2665142.5377 | 156314.289 | 4832346.3954 | 523694.6693 | 4308651.7261 |
Total P&L (%) | 2821.4568 | 2665.1425 | 156.3143 | 4832.3464 | 523.6947 | 4308.6517 |
Avg Daily Profit (%) | 1.2161 | 1.1488 | 0.0674 | 0.1682 | 0.0789 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119568 | -81596 | -87240 | -10920850 | -9087245 | -5019101 |
Profit Factor | 5.3494 | 8.4529 | 1.537 | 1.1514 | 1.0281 | 1.3246 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 38.3562 | 32.4324 | 44.4444 | 38.3562 | 32.4324 | 44.4444 |
Ratio Avg Win / Avg Loss | 8.5972 | 17.6102 | 1.9212 | 1.8504 | 2.1418 | 1.6557 |
Largest Winning Trade | 2352328 | 2352328 | 79264 | 5787019 | 5787019 | 3694958 |
Largest Losing Trade | -36047 | -36047 | -31507 | -2719962 | -2719962 | -1838590 |
Avg Bars in Trades | 91 | 80 | 102 | 91 | 80 | 102 |
Avg Bars in Winners | 161 | 154 | 166 | 161 | 154 | 166 |
Avg Bars in Losers | 47 | 45 | 51 | 47 | 45 | 51 |
Bars Traded | 6673 | 2983 | 3690 | 6673 | 2983 | 3690 |
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 | -59227 | 546142 | -102489 | -125963 | -282505 | 248651 |
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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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