Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3275757.265 | 3163771.8094 | 111985.4556 | 3815830.1947 | 3843112.5803 | -27282.3855 |
Total P&L (%) | 3275.7573 | 3163.7718 | 111.9855 | 3815.8302 | 3843.1126 | -27.2824 |
Avg Daily Profit (%) | 1.4095 | 1.3613 | 0.0482 | 0.1579 | 0.1582 | -0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122815 | -164897 | -103644 | -5593713 | -5677400 | -4331399 |
Profit Factor | 5.0883 | 8.0135 | 1.3198 | 1.1401 | 1.2516 | 0.9977 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 31.6667 | 26.6667 | 36.6667 | 31.6667 | 26.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 10.9801 | 22.037 | 2.2797 | 2.4601 | 3.4418 | 1.7233 |
Largest Winning Trade | 2860393 | 2860393 | 60211 | 6029575 | 6029575 | 3154294 |
Largest Losing Trade | -70640 | -70640 | -24348 | -3117541 | -3117541 | -1540879 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 73 | 87 | 62 | 73 | 87 | 62 |
Avg Bars in Losers | 16 | 23 | 7 | 16 | 23 | 7 |
Bars Traded | 4103 | 2423 | 1680 | 4103 | 2423 | 1680 |
Profit Streak | 0 | 0 | 31.9498 | 0 | 0 | 31.9498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530770 | -169745 | -301065 | -64486 | -183347 | -751825 |
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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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