Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777097.2148 | 1637998.4384 | 139098.7764 | 2167864.7356 | 16121018.6943 | -13953153.9587 |
Total P&L (%) | 1777.0972 | 1637.9984 | 139.0988 | 2167.8647 | 16121.0187 | -13953.154 |
Avg Daily Profit (%) | 0.7481 | 0.6895 | 0.0586 | 0.1315 | 0.2145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161741 | -112319 | -79822 | -19994204 | -12735127 | -15083799 |
Profit Factor | 2.9535 | 4.4398 | 1.3209 | 1.0251 | 1.3843 | 0.6858 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 30.0699 | 26.3889 | 33.8028 | 30.0699 | 26.3889 | 33.8028 |
Ratio Avg Win / Avg Loss | 6.8686 | 12.3848 | 2.5867 | 2.384 | 3.8614 | 1.3429 |
Largest Winning Trade | 1100521 | 1100521 | 65619 | 16831690 | 16831690 | 4947423 |
Largest Losing Trade | -35760 | -33802 | -35760 | -7389490 | -4487025 | -7389490 |
Avg Bars in Trades | 64 | 52 | 77 | 64 | 52 | 77 |
Avg Bars in Winners | 167 | 152 | 179 | 167 | 152 | 179 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 9279 | 3801 | 5478 | 9279 | 3801 | 5478 |
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 | 395660 | -83545 | -206666 | -216247 | -93280 | -672368 |
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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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