Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319632.2284 | 1205046.454 | 114585.7744 | 937387.5906 | -1942383.6267 | 2879771.2173 |
Total P&L (%) | 1319.6322 | 1205.0465 | 114.5858 | 937.3876 | -1942.3836 | 2879.7712 |
Avg Daily Profit (%) | 0.5547 | 0.5065 | 0.0482 | 0.0984 | 0 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160781 | -102181 | -107686 | -10639650 | -7644966 | -5741285 |
Profit Factor | 2.5574 | 3.5575 | 1.3046 | 1.0312 | 0.8979 | 1.2624 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 40.6593 | 34.7826 | 46.6667 | 40.6593 | 34.7826 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7325 | 6.6704 | 1.491 | 1.5051 | 1.6836 | 1.4428 |
Largest Winning Trade | 889910 | 889910 | 64190 | 5052568 | 5052568 | 3387978 |
Largest Losing Trade | -46096 | -39256 | -46096 | -2868305 | -2868305 | -2245318 |
Avg Bars in Trades | 153 | 163 | 142 | 153 | 163 | 142 |
Avg Bars in Winners | 239 | 287 | 202 | 239 | 287 | 202 |
Avg Bars in Losers | 94 | 97 | 89 | 94 | 97 | 89 |
Bars Traded | 13923 | 7530 | 6392 | 13923 | 7530 | 6392 |
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 | 452003 | 415820 | -129703 | -249650 | -583844 | -3385 |
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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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