Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1987917.7048 | 1889169.4487 | 98748.2561 | 3461338.5261 | 4103094.4758 | -641755.9496 |
Total P&L (%) | 1987.9177 | 1889.1694 | 98.7483 | 3461.3385 | 4103.0945 | -641.756 |
Avg Daily Profit (%) | 0.8567 | 0.8141 | 0.0426 | 0.1541 | 0.1612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102535 | -69926 | -77334 | -7429168 | -5027914 | -4362738 |
Profit Factor | 3.5681 | 5.698 | 1.2655 | 1.0976 | 1.2119 | 0.9602 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Losing Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Profitability (%) | 45.641 | 48.9796 | 42.268 | 45.641 | 48.9796 | 42.268 |
Ratio Avg Win / Avg Loss | 4.2497 | 5.9355 | 1.7285 | 1.3072 | 1.2624 | 1.3115 |
Largest Winning Trade | 1652267 | 1652267 | 86851 | 3831529 | 3831529 | 2668769 |
Largest Losing Trade | -31281 | -31281 | -28263 | -1648586 | -1648586 | -1213234 |
Avg Bars in Trades | 65 | 49 | 82 | 65 | 49 | 82 |
Avg Bars in Winners | 106 | 74 | 144 | 106 | 74 | 144 |
Avg Bars in Losers | 31 | 24 | 37 | 31 | 24 | 37 |
Bars Traded | 12835 | 4818 | 8016 | 12835 | 4818 | 8016 |
Profit Streak | 17.7221 | 17.7221 | 18.7221 | 17.7221 | 17.7221 | 18.7221 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 732693 | 769024 | -137823 | -105170 | 256624 | -581852 |
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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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