Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1899935.7289 | 1708579.8734 | 191355.8556 | 6508183.5334 | -2710425.1588 | 9218608.6922 |
Total P&L (%) | 1899.9357 | 1708.5799 | 191.3559 | 6508.1835 | -2710.4252 | 9218.6087 |
Avg Daily Profit (%) | 0.8059 | 0.7247 | 0.0812 | 0.1779 | 0 | 0.1925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98152 | -86768 | -59487 | -8496110 | -7091199 | -3395288 |
Profit Factor | 3.6641 | 5.4175 | 1.5863 | 1.2146 | 0.8449 | 1.7172 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 29.0323 | 24.359 | 33.7662 | 29.0323 | 24.359 | 33.7662 |
Ratio Avg Win / Avg Loss | 8.9567 | 16.8228 | 3.1116 | 2.969 | 2.6237 | 3.3684 |
Largest Winning Trade | 1531284 | 1531284 | 61435 | 5134882 | 4626539 | 5134882 |
Largest Losing Trade | -18771 | -15260 | -18771 | -2424451 | -2188479 | -2424451 |
Avg Bars in Trades | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Winners | 73 | 67 | 77 | 73 | 67 | 77 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4420 | 1868 | 2551 | 4420 | 1868 | 2551 |
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 | 325201 | -46196 | -129907 | -2431 | -644820 | -37042 |
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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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