Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2787535.3865 | 2683821.9861 | 103713.4005 | 1693803.4212 | 1275510.0773 | 418293.3438 |
Total P&L (%) | 2787.5354 | 2683.822 | 103.7134 | 1693.8034 | 1275.5101 | 418.2933 |
Avg Daily Profit (%) | 1.2082 | 1.1633 | 0.045 | 0.1252 | 0.1137 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123628 | -99414 | -120458 | -2885912 | -2117332 | -1793580 |
Profit Factor | 4.4983 | 7.0107 | 1.296 | 1.1505 | 1.1874 | 1.094 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 35.1648 | 26.087 | 44.4444 | 35.1648 | 26.087 | 44.4444 |
Ratio Avg Win / Avg Loss | 8.2937 | 19.8637 | 1.6201 | 2.1212 | 3.3642 | 1.3675 |
Largest Winning Trade | 2379792 | 2379792 | 83973 | 3064007 | 3064007 | 1063674 |
Largest Losing Trade | -36143 | -27601 | -36143 | -890064 | -890064 | -622987 |
Avg Bars in Trades | 147 | 133 | 161 | 147 | 133 | 161 |
Avg Bars in Winners | 268 | 305 | 246 | 268 | 305 | 246 |
Avg Bars in Losers | 81 | 72 | 93 | 81 | 72 | 93 |
Bars Traded | 13399 | 6136 | 7263 | 13399 | 6136 | 7263 |
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 | 555151 | -2941 | -133792 | -84869 | -79069 | -216886 |
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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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