Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2642546.1407 | 2571586.0719 | 70960.0689 | 1415034.3555 | 1276329.234 | 138705.1215 |
Total P&L (%) | 2642.5461 | 2571.5861 | 70.9601 | 1415.0344 | 1276.3292 | 138.7051 |
Avg Daily Profit (%) | 1.1408 | 1.1102 | 0.0306 | 0.1174 | 0.1133 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149106 | -104310 | -130616 | -2474560 | -1449193 | -1404474 |
Profit Factor | 4.4796 | 7.1359 | 1.2085 | 1.1627 | 1.2458 | 1.0396 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 33.3333 | 27.2727 | 39.5349 | 33.3333 | 27.2727 | 39.5349 |
Ratio Avg Win / Avg Loss | 8.9592 | 19.0292 | 1.8483 | 2.3254 | 3.3221 | 1.59 |
Largest Winning Trade | 2264816 | 2264816 | 82225 | 2644763 | 2644763 | 805563 |
Largest Losing Trade | -43895 | -37057 | -43895 | -966342 | -540193 | -966342 |
Avg Bars in Trades | 74 | 65 | 84 | 74 | 65 | 84 |
Avg Bars in Winners | 146 | 150 | 143 | 146 | 150 | 143 |
Avg Bars in Losers | 39 | 33 | 46 | 39 | 33 | 46 |
Bars Traded | 6511 | 2878 | 3633 | 6511 | 2878 | 3633 |
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 | 526537 | 80063 | -155342 | -82525 | -60250 | -322602 |
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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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