Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3261676.0769 | 3092966.2181 | 168709.8588 | 7809376.8414 | 7490907.1256 | 318469.7157 |
Total P&L (%) | 3261.6761 | 3092.9662 | 168.7099 | 7809.3768 | 7490.9071 | 318.4697 |
Avg Daily Profit (%) | 1.4041 | 1.3315 | 0.0726 | 0.1883 | 0.1866 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178892 | -186624 | -123012 | -15610892 | -7280691 | -10110315 |
Profit Factor | 5.0647 | 7.4497 | 1.5225 | 1.1786 | 1.2985 | 1.0171 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 42.9907 | 37.7358 | 48.1481 | 42.9907 | 37.7358 | 48.1481 |
Ratio Avg Win / Avg Loss | 6.7162 | 12.292 | 1.6396 | 1.5629 | 2.1426 | 1.0953 |
Largest Winning Trade | 2772724 | 2772724 | 61892 | 13817832 | 13817832 | 2760276 |
Largest Losing Trade | -52127 | -52127 | -39711 | -6525319 | -4409098 | -6525319 |
Avg Bars in Trades | 79 | 110 | 48 | 79 | 110 | 48 |
Avg Bars in Winners | 109 | 149 | 78 | 109 | 149 | 78 |
Avg Bars in Losers | 56 | 86 | 20 | 56 | 86 | 20 |
Bars Traded | 8478 | 5856 | 2622 | 8478 | 5856 | 2622 |
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 | 687289 | -162669 | -274192 | -17461 | -175715 | -493124 |
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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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