Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683858.4591 | 1534984.2588 | 148874.2003 | 4796700.5903 | 979311.1043 | 3817389.486 |
Total P&L (%) | 1683.8585 | 1534.9843 | 148.8742 | 4796.7006 | 979.3111 | 3817.3895 |
Avg Daily Profit (%) | 0.7087 | 0.646 | 0.0627 | 0.1639 | 0.1002 | 0.1545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106241 | -118508 | -81930 | -11260884 | -8747544 | -4412385 |
Profit Factor | 3.4734 | 5.1149 | 1.4837 | 1.1793 | 1.0649 | 1.3271 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 55.9524 | 59.5238 | 52.381 | 55.9524 | 59.5238 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7343 | 3.4781 | 1.3488 | 0.9284 | 0.7242 | 1.2064 |
Largest Winning Trade | 981545 | 981545 | 63162 | 5958708 | 5958708 | 3802387 |
Largest Losing Trade | -57943 | -57943 | -49427 | -4912178 | -4912178 | -2989506 |
Avg Bars in Trades | 51 | 60 | 42 | 51 | 60 | 42 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 45 | 70 | 23 | 45 | 70 | 23 |
Bars Traded | 4325 | 2534 | 1791 | 4325 | 2534 | 1791 |
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 | 720908 | 756256 | -107705 | -16224 | -208302 | 297002 |
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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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