Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2909188.8238 | 2693313.5986 | 215875.2252 | 4768386.245 | 4184350.7953 | 584035.4497 |
Total P&L (%) | 2909.1888 | 2693.3136 | 215.8752 | 4768.3862 | 4184.3508 | 584.0355 |
Avg Daily Profit (%) | 1.2594 | 1.1659 | 0.0935 | 0.1683 | 0.1628 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208226 | -207856 | -47371 | -10255949 | -7685031 | -4887275 |
Profit Factor | 5.2321 | 6.4751 | 2.1043 | 1.1893 | 1.2494 | 1.0694 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.6782 | 30.2326 | 56.8182 | 43.6782 | 30.2326 | 56.8182 |
Ratio Avg Win / Avg Loss | 6.7467 | 14.9425 | 1.5993 | 1.5335 | 2.8833 | 0.8127 |
Largest Winning Trade | 2426214 | 2426214 | 48664 | 7580612 | 7580612 | 1949324 |
Largest Losing Trade | -47169 | -47169 | -42884 | -4722927 | -3966623 | -4722927 |
Avg Bars in Trades | 77 | 129 | 27 | 77 | 129 | 27 |
Avg Bars in Winners | 104 | 248 | 29 | 104 | 248 | 29 |
Avg Bars in Losers | 57 | 78 | 23 | 57 | 78 | 23 |
Bars Traded | 6784 | 5589 | 1195 | 6784 | 5589 | 1195 |
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 | 694935 | 517516 | -62982 | -5691 | 34893 | -226027 |
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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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