Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865541.4754 | 1647230.8916 | 218310.5838 | 22106992.3214 | 4126793.6126 | 17980198.7088 |
Total P&L (%) | 1865.5415 | 1647.2309 | 218.3106 | 22106.9923 | 4126.7936 | 17980.1987 |
Avg Daily Profit (%) | 1.0038 | 0.8863 | 0.1175 | 0.2911 | 0.2017 | 0.28 |
Buy And Hold Return (%) | 87.3387 | 87.3387 | 87.3387 | 87.3387 | 87.3387 | 87.3387 |
Max Trade Drawdown | -74964 | -71065 | -38688 | -7423105 | -6279983 | -5591453 |
Profit Factor | 6.6279 | 10.4135 | 2.395 | 1.6027 | 1.2183 | 2.0115 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 51.5152 | 48 | 55.102 | 51.5152 | 48 | 55.102 |
Ratio Avg Win / Avg Loss | 6.238 | 11.2813 | 1.9515 | 1.5084 | 1.3198 | 1.639 |
Largest Winning Trade | 1366645 | 1366645 | 67359 | 8408478 | 6222131 | 8408478 |
Largest Losing Trade | -38096 | -18234 | -38096 | -3867126 | -3867126 | -3843187 |
Avg Bars in Trades | 71 | 62 | 80 | 71 | 62 | 80 |
Avg Bars in Winners | 106 | 96 | 115 | 106 | 96 | 115 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 7049 | 3119 | 3930 | 7049 | 3119 | 3930 |
Profit Streak | 0 | 0 | 82.9957 | 0 | 0 | 82.9957 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 803923 | -159063 | -33865 | 443170 | -173196 | 498955 |
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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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