Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506928.0616 | 1401883.5393 | 105044.5223 | 506638.7615 | 1042673.9531 | -536035.1916 |
Total P&L (%) | 1506.9281 | 1401.8835 | 105.0445 | 506.6388 | 1042.674 | -536.0352 |
Avg Daily Profit (%) | 0.6328 | 0.5887 | 0.0441 | 0.0757 | 0.1024 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290145 | -127882 | -187557 | -17855157 | -12248925 | -10358838 |
Profit Factor | 2.816 | 4.3457 | 1.2557 | 1.0126 | 1.0499 | 0.9724 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 42.6966 | 37.7778 | 47.7273 | 42.6966 | 37.7778 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.7793 | 7.1577 | 1.3753 | 1.359 | 1.7292 | 1.065 |
Largest Winning Trade | 991584 | 991584 | 69988 | 10032715 | 10032715 | 7121340 |
Largest Losing Trade | -67095 | -45794 | -67095 | -5847532 | -5847532 | -5803875 |
Avg Bars in Trades | 104 | 92 | 116 | 104 | 92 | 116 |
Avg Bars in Winners | 171 | 169 | 172 | 171 | 169 | 172 |
Avg Bars in Losers | 54 | 45 | 64 | 54 | 45 | 64 |
Bars Traded | 9267 | 4146 | 5121 | 9267 | 4146 | 5121 |
Profit Streak | 0 | 0 | 41.5577 | 0 | 0 | 41.5577 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522339 | 503574 | -134013 | -300721 | -225184 | -578949 |
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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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