Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2552790.2053 | 2319008.9958 | 233781.2095 | 19741783.5771 | 5114181.9536 | 14627601.6235 |
Total P&L (%) | 2552.7902 | 2319.009 | 233.7812 | 19741.7836 | 5114.182 | 14627.6016 |
Avg Daily Profit (%) | 1.1062 | 1.0049 | 0.1013 | 0.2295 | 0.1715 | 0.2166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103899 | -89880 | -85102 | -15186158 | -11035624 | -6072665 |
Profit Factor | 4.007 | 5.7906 | 1.6407 | 1.3233 | 1.1359 | 1.6242 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 49.2683 | 47.5728 | 50.9804 | 49.2683 | 47.5728 | 50.9804 |
Ratio Avg Win / Avg Loss | 4.126 | 6.3815 | 1.5776 | 1.3626 | 1.2518 | 1.5618 |
Largest Winning Trade | 2020864 | 2020864 | 79168 | 8806571 | 7577839 | 8806571 |
Largest Losing Trade | -38157 | -38157 | -27300 | -4767424 | -4767424 | -3347688 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 63 | 51 | 75 | 63 | 51 | 75 |
Avg Bars in Losers | 24 | 28 | 18 | 24 | 28 | 18 |
Bars Traded | 8947 | 4095 | 4851 | 8947 | 4095 | 4851 |
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 | 766335 | 737814 | -54784 | 334964 | -64486 | 399566 |
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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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