Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3174298.168 | 3089488.8256 | 84809.3424 | 1330854.5981 | 1674094.3575 | -343239.7594 |
Total P&L (%) | 3174.2982 | 3089.4888 | 84.8093 | 1330.8546 | 1674.0944 | -343.2398 |
Avg Daily Profit (%) | 1.3672 | 1.3306 | 0.0365 | 0.1147 | 0.1239 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163530 | -96200 | -95275 | -3007383 | -2243208 | -2027081 |
Profit Factor | 4.4196 | 7.1349 | 1.1997 | 1.0892 | 1.2141 | 0.9517 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 32.1429 | 26.7857 | 37.5 | 32.1429 | 26.7857 | 37.5 |
Ratio Avg Win / Avg Loss | 9.3303 | 19.5021 | 1.9995 | 2.2994 | 3.3185 | 1.5861 |
Largest Winning Trade | 2774679 | 2774679 | 84636 | 2380171 | 2380171 | 942179 |
Largest Losing Trade | -35597 | -35597 | -31948 | -1095896 | -611129 | -1095896 |
Avg Bars in Trades | 120 | 108 | 132 | 120 | 108 | 132 |
Avg Bars in Winners | 251 | 258 | 246 | 251 | 258 | 246 |
Avg Bars in Losers | 58 | 54 | 63 | 58 | 54 | 63 |
Bars Traded | 13499 | 6092 | 7407 | 13499 | 6092 | 7407 |
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 | 517708 | -180122 | -329037 | -167468 | -228745 | -763194 |
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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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