Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1661687.3059 | 1528916.9006 | 132770.4053 | 3397623.9035 | -2498750.8954 | 5896374.7988 |
Total P&L (%) | 1661.6873 | 1528.9169 | 132.7704 | 3397.6239 | -2498.7509 | 5896.3748 |
Avg Daily Profit (%) | 0.8915 | 0.8203 | 0.0712 | 0.1909 | 0 | 0.2199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144209 | -95232 | -69467 | -13264008 | -7985217 | -7595170 |
Profit Factor | 3.6983 | 5.9102 | 1.4361 | 1.0831 | 0.8835 | 1.3034 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 43.7838 | 39.7849 | 47.8261 | 43.7838 | 39.7849 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.7484 | 8.9452 | 1.5666 | 1.3907 | 1.3371 | 1.4219 |
Largest Winning Trade | 1362509 | 1362509 | 65440 | 5066067 | 5066067 | 3806915 |
Largest Losing Trade | -28233 | -14659 | -28233 | -3305914 | -2011414 | -3305914 |
Avg Bars in Trades | 117 | 93 | 141 | 117 | 93 | 141 |
Avg Bars in Winners | 196 | 164 | 224 | 196 | 164 | 224 |
Avg Bars in Losers | 55 | 47 | 64 | 55 | 47 | 64 |
Bars Traded | 21702 | 8729 | 12973 | 21702 | 8729 | 12973 |
Profit Streak | 0 | 0 | 5.637 | 0 | 0 | 5.637 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670936 | 625236 | -96249 | -122580 | -583389 | 283053 |
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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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