Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3159036.9385 | 2974855.3357 | 184181.6028 | 7590561.6817 | 897839.7584 | 6692721.9234 |
Total P&L (%) | 3159.0369 | 2974.8553 | 184.1816 | 7590.5617 | 897.8398 | 6692.7219 |
Avg Daily Profit (%) | 1.3687 | 1.2889 | 0.0798 | 0.1883 | 0.0997 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147393 | -107716 | -76675 | -26375379 | -20118059 | -10258595 |
Profit Factor | 4.9529 | 7.557 | 1.5331 | 1.1139 | 1.0231 | 1.2414 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 31.0345 | 24.6575 | 37.5 | 31.0345 | 24.6575 | 37.5 |
Ratio Avg Win / Avg Loss | 11.0064 | 23.0907 | 2.5552 | 2.4752 | 3.126 | 2.0691 |
Largest Winning Trade | 2637376 | 2637376 | 79341 | 12197058 | 12197058 | 7930639 |
Largest Losing Trade | -34757 | -34757 | -27927 | -4569547 | -4569547 | -3135774 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 4471 | 1977 | 2494 | 4471 | 1977 | 2494 |
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 | 519418 | -80885 | -168104 | -93229 | -356491 | -75590 |
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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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