Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1792947.6877 | 1596979.6204 | 195968.0673 | 4852035.627 | 5129686.6596 | -277651.0326 |
Total P&L (%) | 1792.9477 | 1596.9796 | 195.9681 | 4852.0356 | 5129.6867 | -277.651 |
Avg Daily Profit (%) | 0.755 | 0.6725 | 0.0825 | 0.1645 | 0.1668 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170918 | -125266 | -89157 | -30955124 | -22731248 | -20039466 |
Profit Factor | 3.5631 | 5.2115 | 1.6118 | 1.0481 | 1.0945 | 0.994 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 35.7143 | 26.1905 | 45.2381 | 35.7143 | 26.1905 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.4136 | 14.6869 | 1.9511 | 1.8867 | 3.0844 | 1.2033 |
Largest Winning Trade | 997300 | 997300 | 66449 | 21021797 | 21021797 | 9074825 |
Largest Losing Trade | -40425 | -40425 | -33790 | -6912854 | -6912854 | -5954029 |
Avg Bars in Trades | 167 | 140 | 195 | 167 | 140 | 195 |
Avg Bars in Winners | 339 | 345 | 336 | 339 | 345 | 336 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 14105 | 5904 | 8201 | 14105 | 5904 | 8201 |
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 | 510888 | -4498 | -81538 | -164055 | -132289 | -580919 |
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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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