Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2801699.998 | 2647178.2263 | 154521.7717 | 6293972.0647 | 4651155.2724 | 1642816.7924 |
Total P&L (%) | 2801.7 | 2647.1782 | 154.5218 | 6293.9721 | 4651.1553 | 1642.8168 |
Avg Daily Profit (%) | 1.211 | 1.1442 | 0.0668 | 0.1799 | 0.167 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108599 | -63385 | -136375 | -7010094 | -4587095 | -4499774 |
Profit Factor | 4.296 | 7.1755 | 1.3667 | 1.2153 | 1.3325 | 1.1078 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 28.9617 | 23.913 | 34.0659 | 28.9617 | 23.913 | 34.0659 |
Ratio Avg Win / Avg Loss | 10.5373 | 22.8312 | 2.6452 | 2.981 | 4.2396 | 2.1441 |
Largest Winning Trade | 2291022 | 2291022 | 81654 | 4271553 | 3778794 | 4271553 |
Largest Losing Trade | -28728 | -21910 | -28728 | -1672907 | -1049608 | -1672907 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 133 | 120 | 143 | 133 | 120 | 143 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 8945 | 3831 | 5114 | 8945 | 3831 | 5114 |
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 | 338614 | -12920 | -108656 | -2852 | -25764 | -134925 |
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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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