Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2344558.8921 | 2165095.198 | 179463.6941 | 5773684.5813 | 983323.9106 | 4790360.6707 |
Total P&L (%) | 2344.5589 | 2165.0952 | 179.4637 | 5773.6846 | 983.3239 | 4790.3607 |
Avg Daily Profit (%) | 1.016 | 0.9382 | 0.0778 | 0.1767 | 0.1033 | 0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125350 | -98937 | -68874 | -16365346 | -10158168 | -6207177 |
Profit Factor | 4.9043 | 6.3871 | 1.9036 | 1.1678 | 1.0455 | 1.3742 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 35.8025 | 24.3902 | 47.5 | 35.8025 | 24.3902 | 47.5 |
Ratio Avg Win / Avg Loss | 8.7938 | 19.8001 | 2.104 | 2.094 | 3.2411 | 1.5188 |
Largest Winning Trade | 1808740 | 1808740 | 78085 | 7918083 | 7014535 | 7918083 |
Largest Losing Trade | -48489 | -48489 | -33834 | -2463509 | -2463509 | -2386712 |
Avg Bars in Trades | 110 | 120 | 100 | 110 | 120 | 100 |
Avg Bars in Winners | 196 | 270 | 157 | 196 | 270 | 157 |
Avg Bars in Losers | 62 | 72 | 48 | 62 | 72 | 48 |
Bars Traded | 8954 | 4948 | 4006 | 8954 | 4948 | 4006 |
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 | -720 | -10652 | -86448 | -48772 | -256466 | 305075 |
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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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