Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2675852.8786 | 2482787.3003 | 193065.5783 | 12386601.3363 | 2422542.4812 | 9964058.8551 |
Total P&L (%) | 2675.8529 | 2482.7873 | 193.0656 | 12386.6013 | 2422.5425 | 9964.0589 |
Avg Daily Profit (%) | 1.1559 | 1.0725 | 0.0834 | 0.2087 | 0.1395 | 0.1994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121917 | -90280 | -78689 | -9130211 | -6702724 | -3628385 |
Profit Factor | 5.3204 | 7.8471 | 1.752 | 1.3536 | 1.1065 | 1.8108 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 38.2716 | 31.7073 | 45 | 38.2716 | 31.7073 | 45 |
Ratio Avg Win / Avg Loss | 8.5813 | 16.9015 | 2.1413 | 2.1833 | 2.3833 | 2.2132 |
Largest Winning Trade | 2085684 | 2085684 | 81269 | 5932712 | 5241239 | 5932712 |
Largest Losing Trade | -40856 | -40856 | -35194 | -3611894 | -3611894 | -2172192 |
Avg Bars in Trades | 110 | 97 | 123 | 110 | 97 | 123 |
Avg Bars in Winners | 192 | 186 | 197 | 192 | 186 | 197 |
Avg Bars in Losers | 59 | 56 | 62 | 59 | 56 | 62 |
Bars Traded | 8929 | 3990 | 4939 | 8929 | 3990 | 4939 |
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 | 23982 | 534696 | -80203 | -11203 | -115643 | 343854 |
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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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