Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3249716.7284 | 3049019.4852 | 200697.2433 | 11831896.0051 | 1081130.1709 | 10750765.8343 |
Total P&L (%) | 3249.7167 | 3049.0195 | 200.6972 | 11831.896 | 1081.1302 | 10750.7658 |
Avg Daily Profit (%) | 1.4044 | 1.3176 | 0.0867 | 0.2069 | 0.1068 | 0.2027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106611 | -84568 | -72924 | -19282518 | -16417394 | -8740858 |
Profit Factor | 5.8841 | 8.603 | 1.7592 | 1.2098 | 1.0293 | 1.5523 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 31.0924 | 25 | 37.2881 | 31.0924 | 25 | 37.2881 |
Ratio Avg Win / Avg Loss | 13.0405 | 25.809 | 2.9587 | 2.6811 | 3.0878 | 2.6107 |
Largest Winning Trade | 2753966 | 2753966 | 77866 | 10483369 | 10483369 | 7491978 |
Largest Losing Trade | -34178 | -34178 | -21360 | -4479596 | -4479596 | -2269624 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 130 | 131 | 129 | 130 | 131 | 129 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 6648 | 2970 | 3678 | 6648 | 2970 | 3678 |
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 | 543485 | -177129 | -255729 | 61302 | -436539 | -171103 |
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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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