Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505880.9967 | 1327275.4113 | 178605.5855 | 1919172.9517 | -1386329.5619 | 3305502.5136 |
Total P&L (%) | 1505.881 | 1327.2754 | 178.6056 | 1919.173 | -1386.3296 | 3305.5025 |
Avg Daily Profit (%) | 0.6363 | 0.5609 | 0.0755 | 0.1271 | 0 | 0.1492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147180 | -76412 | -157394 | -2283845 | -2509288 | -480289 |
Profit Factor | 3.3233 | 4.3565 | 1.7067 | 1.3083 | 0.7301 | 4.0343 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 38.8235 | 34.8837 | 42.8571 | 38.8235 | 34.8837 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.2367 | 8.1321 | 2.2756 | 2.0615 | 1.3628 | 5.3791 |
Largest Winning Trade | 1188817 | 1188817 | 56702 | 1517584 | 997112 | 1517584 |
Largest Losing Trade | -46678 | -46678 | -42778 | -2008591 | -2008591 | -449657 |
Avg Bars in Trades | 163 | 165 | 161 | 163 | 165 | 161 |
Avg Bars in Winners | 296 | 296 | 295 | 296 | 296 | 295 |
Avg Bars in Losers | 79 | 94 | 61 | 79 | 94 | 61 |
Bars Traded | 13890 | 7097 | 6793 | 13890 | 7097 | 6793 |
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 | 504061 | 454225 | -91677 | -25832 | -584939 | 391826 |
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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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