Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705853.7875 | 1446615.6493 | 259238.1383 | 25658864.0055 | -714289.1107 | 26373153.1161 |
Total P&L (%) | 1705.8538 | 1446.6156 | 259.2381 | 25658.864 | -714.2891 | 26373.1531 |
Avg Daily Profit (%) | 0.7244 | 0.6143 | 0.1101 | 0.236 | 0 | 0.2372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42322 | -44761 | -56167 | -8643684 | -8949885 | -2453436 |
Profit Factor | 5.8198 | 7.8684 | 2.809 | 1.8616 | 0.9672 | 4.3051 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 43.5294 | 32.5581 | 54.7619 | 43.5294 | 32.5581 | 54.7619 |
Ratio Avg Win / Avg Loss | 7.55 | 16.2988 | 2.3205 | 2.4151 | 2.0036 | 3.5564 |
Largest Winning Trade | 1253953 | 1253953 | 64955 | 12471939 | 6347862 | 12471939 |
Largest Losing Trade | -27795 | -27795 | -25752 | -5182444 | -5182444 | -2453436 |
Avg Bars in Trades | 77 | 66 | 89 | 77 | 66 | 89 |
Avg Bars in Winners | 137 | 127 | 143 | 137 | 127 | 143 |
Avg Bars in Losers | 32 | 37 | 24 | 32 | 37 | 24 |
Bars Traded | 6626 | 2862 | 3764 | 6626 | 2862 | 3764 |
Profit Streak | 0 | 0 | 123.3863 | 0 | 0 | 123.3863 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670548 | 481492 | -39052 | 345220 | -584732 | 621360 |
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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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