Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534951.0351 | 1252643.4161 | 282307.619 | 20794564.799 | 10076032.9166 | 10718531.8824 |
Total P&L (%) | 1534.951 | 1252.6434 | 282.3076 | 20794.5648 | 10076.0329 | 10718.5319 |
Avg Daily Profit (%) | 0.6428 | 0.5246 | 0.1182 | 0.224 | 0.1938 | 0.1963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87413 | -134718 | -28770 | -7421428 | -7301394 | -6079221 |
Profit Factor | 3.7899 | 4.1616 | 2.8335 | 1.5732 | 1.4479 | 1.7777 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 62.8866 | 54.1667 | 71.4286 | 62.8866 | 54.1667 | 71.4286 |
Ratio Avg Win / Avg Loss | 2.2367 | 3.5213 | 1.1334 | 0.9284 | 1.2251 | 0.7111 |
Largest Winning Trade | 610577 | 610577 | 35900 | 7287819 | 7287819 | 4032267 |
Largest Losing Trade | -54432 | -54432 | -30327 | -6079221 | -5118453 | -6079221 |
Avg Bars in Trades | 92 | 149 | 36 | 92 | 149 | 36 |
Avg Bars in Winners | 98 | 181 | 36 | 98 | 181 | 36 |
Avg Bars in Losers | 82 | 112 | 35 | 82 | 112 | 35 |
Bars Traded | 8984 | 7198 | 1785 | 8984 | 7198 | 1785 |
Profit Streak | 0 | 113.4258 | 0 | 0 | 113.4258 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 743710 | 704832 | -28009 | 369285 | 380117 | 413058 |
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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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