Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678524.4335 | 1485707.8609 | 192816.5726 | 5810665.0082 | 10200708.9506 | -4390043.9424 |
Total P&L (%) | 1678.5244 | 1485.7079 | 192.8166 | 5810.665 | 10200.709 | -4390.0439 |
Avg Daily Profit (%) | 0.7068 | 0.6256 | 0.0812 | 0.1719 | 0.1954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170922 | -105503 | -106669 | -58375445 | -29228145 | -45417440 |
Profit Factor | 3.2738 | 5.0951 | 1.5136 | 1.0334 | 1.119 | 0.9503 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 40.2062 | 38.7755 | 41.6667 | 40.2062 | 38.7755 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.8687 | 8.0449 | 2.1191 | 1.5368 | 1.7668 | 1.3304 |
Largest Winning Trade | 901040 | 901040 | 70889 | 26000572 | 26000572 | 25635813 |
Largest Losing Trade | -41552 | -31059 | -41552 | -15029102 | -15029102 | -14916700 |
Avg Bars in Trades | 143 | 104 | 183 | 143 | 104 | 183 |
Avg Bars in Winners | 269 | 196 | 338 | 269 | 196 | 338 |
Avg Bars in Losers | 58 | 46 | 72 | 58 | 46 | 72 |
Bars Traded | 13907 | 5111 | 8797 | 13907 | 5111 | 8797 |
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 | 542791 | 549766 | -85201 | -178430 | -84813 | -582263 |
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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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