Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981067.7048 | 1819434.3761 | 161633.3287 | 3074441.5895 | 11802674.7363 | -8728233.1468 |
Total P&L (%) | 1981.0677 | 1819.4344 | 161.6333 | 3074.4416 | 11802.6747 | -8728.2331 |
Avg Daily Profit (%) | 0.833 | 0.765 | 0.068 | 0.1455 | 0.2012 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169526 | -116173 | -98244 | -24503107 | -19800050 | -21051103 |
Profit Factor | 3.4047 | 5.1126 | 1.4238 | 1.0318 | 1.2471 | 0.8213 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 41.1215 | 35.1852 | 47.1698 | 41.1215 | 35.1852 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.8749 | 9.4179 | 1.5946 | 1.4774 | 2.2973 | 0.9199 |
Largest Winning Trade | 1224329 | 1224329 | 65434 | 17605205 | 17605205 | 10640264 |
Largest Losing Trade | -39097 | -39097 | -38712 | -8246945 | -5019386 | -8246945 |
Avg Bars in Trades | 65 | 53 | 76 | 65 | 53 | 76 |
Avg Bars in Winners | 120 | 113 | 125 | 120 | 113 | 125 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 6961 | 2902 | 4059 | 6961 | 2902 | 4059 |
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 | 595345 | -165350 | -281396 | -187094 | -177175 | -761933 |
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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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