Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646391.2538 | 1545769.4331 | 100621.8207 | 4623717.1746 | 3441169.4517 | 1182547.7229 |
Total P&L (%) | 1646.3913 | 1545.7694 | 100.6218 | 4623.7172 | 3441.1695 | 1182.5477 |
Avg Daily Profit (%) | 0.7104 | 0.667 | 0.0434 | 0.1665 | 0.154 | 0.1101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104995 | -65918 | -72998 | -9353277 | -6078153 | -3438848 |
Profit Factor | 5.096 | 9.5399 | 1.4554 | 1.1886 | 1.2901 | 1.0935 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 29.2683 | 27.4194 | 31.1475 | 29.2683 | 27.4194 | 31.1475 |
Ratio Avg Win / Avg Loss | 12.3154 | 25.2528 | 3.2172 | 2.8725 | 3.4149 | 2.4172 |
Largest Winning Trade | 1396683 | 1396683 | 91152 | 3926209 | 3926209 | 3465593 |
Largest Losing Trade | -14082 | -10197 | -14082 | -1299926 | -1063122 | -1299926 |
Avg Bars in Trades | 51 | 39 | 64 | 51 | 39 | 64 |
Avg Bars in Winners | 159 | 125 | 190 | 159 | 125 | 190 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 6337 | 2424 | 3913 | 6337 | 2424 | 3913 |
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 | 345197 | -153052 | -302064 | -14836 | -164830 | -331379 |
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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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