Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2832328.8333 | 2669845.3096 | 162483.5237 | 11817002.5877 | 5900260.518 | 5916742.0697 |
Total P&L (%) | 2832.3288 | 2669.8453 | 162.4835 | 11817.0026 | 5900.2605 | 5916.7421 |
Avg Daily Profit (%) | 1.2231 | 1.1529 | 0.0702 | 0.2067 | 0.177 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81676 | -85799 | -85756 | -15862325 | -9255885 | -6687034 |
Profit Factor | 5.491 | 8.529 | 1.5886 | 1.2856 | 1.2559 | 1.3229 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 28.972 | 20.3704 | 37.7358 | 28.972 | 20.3704 | 37.7358 |
Ratio Avg Win / Avg Loss | 13.4617 | 33.3408 | 2.6211 | 3.1518 | 4.9096 | 2.1828 |
Largest Winning Trade | 2260108 | 2260108 | 82158 | 9598411 | 9372494 | 9598411 |
Largest Losing Trade | -23964 | -23964 | -18254 | -4503298 | -4503298 | -2638506 |
Avg Bars in Trades | 80 | 68 | 91 | 80 | 68 | 91 |
Avg Bars in Winners | 215 | 238 | 202 | 215 | 238 | 202 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 8583 | 3710 | 4873 | 8583 | 3710 | 4873 |
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 | 347904 | -208552 | -281119 | -2822 | -221786 | -175648 |
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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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