Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146774.6252 | 920901.0308 | 225873.5944 | 30006051.0698 | 20016471.2291 | 9989579.8407 |
Total P&L (%) | 1146.7746 | 920.901 | 225.8736 | 30006.0511 | 20016.4712 | 9989.5798 |
Avg Daily Profit (%) | 0.6105 | 0.4903 | 0.1203 | 0.3043 | 0.2828 | 0.246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66720 | -66000 | -42009 | -5085053 | -3021747 | -5085053 |
Profit Factor | 3.9086 | 5.1488 | 2.3109 | 2.2886 | 2.7394 | 1.8482 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.0674 | 40 | 52.2727 | 46.0674 | 40 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.5759 | 7.7232 | 2.1099 | 2.6794 | 4.1092 | 1.6875 |
Largest Winning Trade | 376226 | 376226 | 50080 | 9628687 | 9628687 | 3956569 |
Largest Losing Trade | -25954 | -25954 | -22433 | -5085053 | -1483930 | -5085053 |
Avg Bars in Trades | 60 | 66 | 53 | 60 | 66 | 53 |
Avg Bars in Winners | 85 | 105 | 69 | 85 | 105 | 69 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 5345 | 3011 | 2334 | 5345 | 3011 | 2334 |
Profit Streak | 87.1691 | 121.8357 | 87.1691 | 87.1691 | 121.8357 | 87.1691 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670037 | 574255 | -27158 | 480873 | 414046 | 462566 |
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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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