Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2768342.0705 | 2614677.6234 | 153664.4471 | 2385769.3289 | 1553484.0358 | 832285.2932 |
Total P&L (%) | 2768.3421 | 2614.6776 | 153.6644 | 2385.7693 | 1553.484 | 832.2853 |
Avg Daily Profit (%) | 1.1979 | 1.1314 | 0.0665 | 0.1391 | 0.1215 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126107 | -144273 | -114325 | -4595450 | -2873400 | -2499078 |
Profit Factor | 4.5063 | 6.7189 | 1.4624 | 1.1591 | 1.1799 | 1.1308 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 41.1765 | 32.5581 | 50 | 41.1765 | 32.5581 | 50 |
Ratio Avg Win / Avg Loss | 6.4376 | 13.9178 | 1.4624 | 1.6559 | 2.4441 | 1.1308 |
Largest Winning Trade | 2413527 | 2413527 | 63513 | 4041398 | 4041398 | 1394779 |
Largest Losing Trade | -45117 | -41028 | -45117 | -1587230 | -1123613 | -1587230 |
Avg Bars in Trades | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Winners | 125 | 141 | 114 | 125 | 141 | 114 |
Avg Bars in Losers | 46 | 48 | 44 | 46 | 48 | 44 |
Bars Traded | 6716 | 3379 | 3337 | 6716 | 3379 | 3337 |
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 | 638641 | 548994 | -103029 | -54482 | -58665 | -140075 |
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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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