Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721938.2736 | 1557935.6614 | 164002.6121 | 3523519.032 | -1044792.5612 | 4568311.5932 |
Total P&L (%) | 1721.9383 | 1557.9357 | 164.0026 | 3523.519 | -1044.7926 | 4568.3116 |
Avg Daily Profit (%) | 0.731 | 0.6614 | 0.0696 | 0.1525 | 0 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84718 | -54982 | -113234 | -4104378 | -3357296 | -954297 |
Profit Factor | 4.2042 | 6.1192 | 1.7036 | 1.3921 | 0.8278 | 2.5649 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 34.188 | 28.8136 | 39.6552 | 34.188 | 28.8136 | 39.6552 |
Ratio Avg Win / Avg Loss | 8.093 | 15.118 | 2.5925 | 2.6797 | 2.0452 | 3.9032 |
Largest Winning Trade | 1475730 | 1475730 | 65527 | 2626892 | 1424475 | 2626892 |
Largest Losing Trade | -32019 | -20214 | -32019 | -1562188 | -1562188 | -555064 |
Avg Bars in Trades | 37 | 31 | 43 | 37 | 31 | 43 |
Avg Bars in Winners | 85 | 84 | 85 | 85 | 84 | 85 |
Avg Bars in Losers | 13 | 10 | 16 | 13 | 10 | 16 |
Bars Traded | 4414 | 1877 | 2537 | 4414 | 1877 | 2537 |
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 | 502175 | -169455 | -281100 | 127839 | -767965 | -171741 |
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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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