Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3178844.6656 | 3024154.9886 | 154689.677 | 5674934.162 | 6052277.7843 | -377343.6223 |
Total P&L (%) | 3178.8447 | 3024.155 | 154.6897 | 5674.9342 | 6052.2778 | -377.3436 |
Avg Daily Profit (%) | 1.3754 | 1.3085 | 0.0669 | 0.1757 | 0.1784 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88115 | -87324 | -84314 | -11409845 | -8215173 | -5800715 |
Profit Factor | 4.8151 | 7.7821 | 1.3994 | 1.1316 | 1.2697 | 0.9818 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 29.771 | 22.7273 | 36.9231 | 29.771 | 22.7273 | 36.9231 |
Ratio Avg Win / Avg Loss | 11.3588 | 26.459 | 2.3906 | 2.6694 | 4.3169 | 1.6772 |
Largest Winning Trade | 2695811 | 2695811 | 82514 | 9144572 | 9144572 | 4538273 |
Largest Losing Trade | -29547 | -27875 | -29547 | -3134723 | -2203094 | -3134723 |
Avg Bars in Trades | 102 | 87 | 117 | 102 | 87 | 117 |
Avg Bars in Winners | 250 | 247 | 252 | 250 | 247 | 252 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 13414 | 5779 | 7635 | 13414 | 5779 | 7635 |
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 | 463857 | -142154 | -238806 | -75286 | -155427 | -715043 |
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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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