Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505100.3402 | 1387295.1453 | 117805.1949 | 1804287.2834 | 1169564.1288 | 634723.1546 |
Total P&L (%) | 1505.1003 | 1387.2951 | 117.8052 | 1804.2873 | 1169.5641 | 634.7232 |
Avg Daily Profit (%) | 0.6335 | 0.5839 | 0.0496 | 0.1241 | 0.107 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135530 | -123144 | -55639 | -3965880 | -3590850 | -1481694 |
Profit Factor | 3.0647 | 4.3743 | 1.3707 | 1.1321 | 1.1383 | 1.1221 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.8356 | 40.5405 | 47.2222 | 43.8356 | 40.5405 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.9267 | 6.4156 | 1.5319 | 1.4505 | 1.6694 | 1.2541 |
Largest Winning Trade | 877871 | 877871 | 65054 | 3868675 | 3868675 | 905378 |
Largest Losing Trade | -54192 | -54192 | -38319 | -1413243 | -1413243 | -1405502 |
Avg Bars in Trades | 61 | 73 | 48 | 61 | 73 | 48 |
Avg Bars in Winners | 89 | 108 | 72 | 89 | 108 | 72 |
Avg Bars in Losers | 39 | 50 | 26 | 39 | 50 | 26 |
Bars Traded | 4467 | 2735 | 1732 | 4467 | 2735 | 1732 |
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 | -61077 | 539339 | -126153 | -180803 | -120710 | -167709 |
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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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