Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2543274.1014 | 2321371.2339 | 221902.8676 | 26901772.3448 | 9857027.3036 | 17044745.0413 |
Total P&L (%) | 2543.2741 | 2321.3712 | 221.9029 | 26901.7723 | 9857.0273 | 17044.745 |
Avg Daily Profit (%) | 1.0982 | 1.0024 | 0.0958 | 0.242 | 0.1989 | 0.2224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79171 | -63008 | -68282 | -19700883 | -10836726 | -10087903 |
Profit Factor | 4.7584 | 8.9367 | 1.5776 | 1.5135 | 1.4184 | 1.5913 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 49.2611 | 43.1373 | 55.4455 | 49.2611 | 43.1373 | 55.4455 |
Ratio Avg Win / Avg Loss | 4.9011 | 11.7802 | 1.2677 | 1.5589 | 1.8697 | 1.2787 |
Largest Winning Trade | 1984576 | 1984576 | 78902 | 11298147 | 11298147 | 7015592 |
Largest Losing Trade | -43922 | -43922 | -36877 | -7307378 | -5714765 | -7307378 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Losers | 36 | 29 | 44 | 36 | 29 | 44 |
Bars Traded | 12911 | 5593 | 7317 | 12911 | 5593 | 7317 |
Profit Streak | 13.984 | 13.984 | 53.484 | 13.984 | 13.984 | 53.484 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 841524 | 719815 | -61310 | 476279 | 290574 | 433758 |
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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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