Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1990806.8454 | 1856185.1585 | 134621.687 | 2956806.2149 | 1938404.7981 | 1018401.4168 |
Total P&L (%) | 1990.8068 | 1856.1852 | 134.6217 | 2956.8062 | 1938.4048 | 1018.4014 |
Avg Daily Profit (%) | 0.8573 | 0.7993 | 0.058 | 0.1474 | 0.1299 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102783 | -98383 | -73946 | -6430809 | -6572143 | -3203417 |
Profit Factor | 4.1539 | 7.0581 | 1.4145 | 1.1348 | 1.1678 | 1.0981 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 48 | 42.1053 | 54.0541 | 48 | 42.1053 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.5001 | 9.7049 | 1.2023 | 1.2293 | 1.6057 | 0.9333 |
Largest Winning Trade | 1595724 | 1595724 | 81834 | 4914980 | 4914980 | 3130101 |
Largest Losing Trade | -55771 | -34073 | -55771 | -2729971 | -1976845 | -2729971 |
Avg Bars in Trades | 118 | 106 | 131 | 118 | 106 | 131 |
Avg Bars in Winners | 168 | 159 | 175 | 168 | 159 | 175 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 8893 | 4039 | 4854 | 8893 | 4039 | 4854 |
Profit Streak | 0 | 0 | 84.7197 | 0 | 0 | 84.7197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41665 | 670721 | -113237 | -130213 | -57076 | -166534 |
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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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