Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3070582.5747 | 2905390.4037 | 165192.171 | 7013688.5604 | 2404079.3601 | 4609609.2003 |
Total P&L (%) | 3070.5826 | 2905.3904 | 165.1922 | 7013.6886 | 2404.0794 | 4609.6092 |
Avg Daily Profit (%) | 1.3203 | 1.2493 | 0.071 | 0.1835 | 0.1386 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117806 | -75743 | -119040 | -16278905 | -11021992 | -7017373 |
Profit Factor | 4.8765 | 7.816 | 1.4515 | 1.1518 | 1.0927 | 1.2273 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 39.8496 | 34.3284 | 45.4545 | 39.8496 | 34.3284 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.3608 | 14.9524 | 1.7419 | 1.7386 | 2.0905 | 1.4728 |
Largest Winning Trade | 2465559 | 2465559 | 82438 | 7451256 | 7451256 | 5660856 |
Largest Losing Trade | -30772 | -30772 | -29565 | -3544264 | -3544264 | -3109835 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 183 | 172 | 191 | 183 | 172 | 191 |
Avg Bars in Losers | 47 | 52 | 41 | 47 | 52 | 41 |
Bars Traded | 13513 | 6271 | 7242 | 13513 | 6271 | 7242 |
Profit Streak | 0 | 0 | 23.6456 | 0 | 0 | 23.6456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638173 | -100968 | -221658 | -48124 | -248086 | -118295 |
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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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