Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3395990.4911 | 3267906.5069 | 128083.9842 | 620630.4496 | 2774510.9455 | -2153880.4959 |
Total P&L (%) | 3395.9905 | 3267.9065 | 128.084 | 620.6305 | 2774.5109 | -2153.8805 |
Avg Daily Profit (%) | 1.4635 | 1.4083 | 0.0552 | 0.0851 | 0.1448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196070 | -199872 | -51553 | -12621084 | -8392250 | -5912756 |
Profit Factor | 4.8826 | 6.8253 | 1.4083 | 1.0268 | 1.2076 | 0.7808 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 44.0367 | 35.1852 | 52.7273 | 44.0367 | 35.1852 | 52.7273 |
Ratio Avg Win / Avg Loss | 6.2049 | 12.573 | 1.2626 | 1.3048 | 2.2244 | 0.7 |
Largest Winning Trade | 3179443 | 3179443 | 39570 | 7755603 | 7755603 | 1246225 |
Largest Losing Trade | -47530 | -47530 | -41894 | -5589421 | -2300519 | -5589421 |
Avg Bars in Trades | 41 | 64 | 19 | 41 | 64 | 19 |
Avg Bars in Winners | 51 | 91 | 24 | 51 | 91 | 24 |
Avg Bars in Losers | 33 | 49 | 12 | 33 | 49 | 12 |
Bars Traded | 4530 | 3483 | 1047 | 4530 | 3483 | 1047 |
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 | 699172 | -163872 | -297888 | -271983 | -184740 | -760202 |
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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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