Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122008.5392 | 936635.2268 | 185373.3124 | 20803000.9259 | 14080728.9014 | 6722272.0245 |
Total P&L (%) | 1122.0085 | 936.6352 | 185.3733 | 20803.0009 | 14080.7289 | 6722.272 |
Avg Daily Profit (%) | 0.4848 | 0.4047 | 0.0801 | 0.2311 | 0.2143 | 0.1826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127074 | -108073 | -94051 | -37788754 | -27195249 | -20082155 |
Profit Factor | 2.2727 | 3.0348 | 1.44 | 1.1497 | 1.1865 | 1.106 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 47.541 | 46.7391 | 48.3516 | 47.541 | 46.7391 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.5078 | 3.4583 | 1.5382 | 1.2687 | 1.352 | 1.1814 |
Largest Winning Trade | 338824 | 338824 | 81843 | 10811971 | 10211246 | 10811971 |
Largest Losing Trade | -36908 | -31188 | -36908 | -8107555 | -8107555 | -5739440 |
Avg Bars in Trades | 70 | 56 | 84 | 70 | 56 | 84 |
Avg Bars in Winners | 111 | 80 | 141 | 111 | 80 | 141 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 12883 | 5230 | 7653 | 12883 | 5230 | 7653 |
Profit Streak | 15.3989 | 15.3989 | 17.2322 | 15.3989 | 15.3989 | 17.2322 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571388 | 525273 | -84341 | -46429 | -8265 | -96392 |
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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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