Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621019.0895 | 1425672.3366 | 195346.7528 | 5061822.5603 | 2386088.0757 | 2675734.4846 |
Total P&L (%) | 1621.0191 | 1425.6723 | 195.3468 | 5061.8226 | 2386.0881 | 2675.7345 |
Avg Daily Profit (%) | 0.6819 | 0.5997 | 0.0822 | 0.166 | 0.1353 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137609 | -84723 | -92373 | -21880774 | -12726818 | -10276452 |
Profit Factor | 3.3991 | 5.5088 | 1.5434 | 1.0952 | 1.0935 | 1.0968 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 43.0108 | 34.0426 | 52.1739 | 43.0108 | 34.0426 | 52.1739 |
Ratio Avg Win / Avg Loss | 4.5038 | 10.6734 | 1.4148 | 1.4512 | 2.1186 | 1.0054 |
Largest Winning Trade | 959510 | 959510 | 71308 | 12229793 | 12229793 | 7576232 |
Largest Losing Trade | -51920 | -40013 | -51920 | -7365538 | -6617612 | -7365538 |
Avg Bars in Trades | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Winners | 121 | 121 | 121 | 121 | 121 | 121 |
Avg Bars in Losers | 39 | 31 | 50 | 39 | 31 | 50 |
Bars Traded | 6953 | 2916 | 4037 | 6953 | 2916 | 4037 |
Profit Streak | 0 | 0 | 12.9416 | 0 | 0 | 12.9416 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582713 | 485911 | -80708 | -110516 | -134768 | -118922 |
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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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