Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2728923.9684 | 2587980.6086 | 140943.3598 | 3835298.1652 | 1772763.878 | 2062534.2872 |
Total P&L (%) | 2728.924 | 2587.9806 | 140.9434 | 3835.2982 | 1772.7639 | 2062.5343 |
Avg Daily Profit (%) | 1.1825 | 1.1214 | 0.0611 | 0.1593 | 0.127 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136216 | -97570 | -113405 | -5089843 | -4359746 | -2156632 |
Profit Factor | 4.6034 | 7.0409 | 1.4285 | 1.185 | 1.1425 | 1.2489 |
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 | 8.4875 | 19.9492 | 1.7857 | 2.1849 | 3.2371 | 1.5611 |
Largest Winning Trade | 2226861 | 2226861 | 81420 | 3850278 | 3850278 | 2451538 |
Largest Losing Trade | -43559 | -43559 | -34336 | -1463875 | -1463875 | -880946 |
Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Winners | 192 | 197 | 189 | 192 | 197 | 189 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 8895 | 3991 | 4904 | 8895 | 3991 | 4904 |
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 | 557124 | -2977 | -111488 | -13716 | -110625 | -15886 |
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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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