Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3030760.9725 | 2898357.7386 | 132403.2339 | 2800474.5743 | 3741929.2143 | -941454.64 |
Total P&L (%) | 3030.761 | 2898.3577 | 132.4032 | 2800.4746 | 3741.9292 | -941.4546 |
Avg Daily Profit (%) | 1.3032 | 1.2462 | 0.0569 | 0.1449 | 0.157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98878 | -77603 | -121474 | -10128091 | -7893921 | -4862523 |
Profit Factor | 4.1328 | 6.6644 | 1.2905 | 1.0747 | 1.1826 | 0.9446 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 126 | 71 | 55 | 126 | 71 | 55 |
Profitability (%) | 39.7129 | 32.381 | 47.1154 | 39.7129 | 32.381 | 47.1154 |
Ratio Avg Win / Avg Loss | 6.2739 | 13.9168 | 1.4485 | 1.6315 | 2.4696 | 1.0603 |
Largest Winning Trade | 2692067 | 2692067 | 82675 | 5884951 | 5884951 | 2330389 |
Largest Losing Trade | -42997 | -29389 | -42997 | -2159166 | -1979025 | -2159166 |
Avg Bars in Trades | 64 | 50 | 79 | 64 | 50 | 79 |
Avg Bars in Winners | 110 | 99 | 118 | 110 | 99 | 118 |
Avg Bars in Losers | 34 | 27 | 44 | 34 | 27 | 44 |
Bars Traded | 13515 | 5284 | 8231 | 13515 | 5284 | 8231 |
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 | 642789 | 538387 | -118271 | -139327 | -17981 | -580510 |
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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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