Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3128669.6342 | 3008088.5196 | 120581.1147 | 2981259.224 | 2748233.1663 | 233026.0577 |
Total P&L (%) | 3128.6696 | 3008.0885 | 120.5811 | 2981.2592 | 2748.2332 | 233.0261 |
Avg Daily Profit (%) | 1.3537 | 1.3015 | 0.0522 | 0.1484 | 0.145 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93396 | -94664 | -79018 | -4167827 | -3931522 | -2861724 |
Profit Factor | 4.7707 | 7.5616 | 1.3248 | 1.1064 | 1.1786 | 1.0184 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 29.9145 | 23.7288 | 36.2069 | 29.9145 | 23.7288 | 36.2069 |
Ratio Avg Win / Avg Loss | 11.1772 | 24.305 | 2.3341 | 2.5921 | 3.7883 | 1.7944 |
Largest Winning Trade | 2685471 | 2685471 | 83143 | 4658517 | 4658517 | 3059062 |
Largest Losing Trade | -44001 | -44001 | -30890 | -1530881 | -1507067 | -1530881 |
Avg Bars in Trades | 114 | 97 | 132 | 114 | 97 | 132 |
Avg Bars in Winners | 266 | 262 | 268 | 266 | 262 | 268 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 13407 | 5740 | 7666 | 13407 | 5740 | 7666 |
Profit Streak | 0 | 0 | 36.2567 | 0 | 0 | 36.2567 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483466 | -190245 | -307049 | -104741 | -234388 | -507671 |
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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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