Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2840565.0286 | 2642714.9403 | 197850.0883 | 15068599.2564 | 4048433.4455 | 11020165.8108 |
Total P&L (%) | 2840.565 | 2642.7149 | 197.8501 | 15068.5993 | 4048.4334 | 11020.1658 |
Avg Daily Profit (%) | 1.2273 | 1.1418 | 0.0855 | 0.2172 | 0.1611 | 0.2038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162650 | -127062 | -72698 | -11501416 | -8578357 | -5719762 |
Profit Factor | 4.6874 | 7.1015 | 1.5867 | 1.3695 | 1.1531 | 1.7688 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 38.843 | 29.5082 | 48.3333 | 38.843 | 29.5082 | 48.3333 |
Ratio Avg Win / Avg Loss | 7.3801 | 16.9646 | 1.6961 | 2.1562 | 2.7546 | 1.8908 |
Largest Winning Trade | 2168049 | 2168049 | 82798 | 6019339 | 5987580 | 6019339 |
Largest Losing Trade | -40029 | -27578 | -40029 | -3106975 | -3106975 | -2395085 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 60 | 64 | 58 | 60 | 64 | 58 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 4462 | 2113 | 2349 | 4462 | 2113 | 2349 |
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 | 615053 | -149912 | -245710 | 208323 | -215222 | -158404 |
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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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