Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2051422.4231 | 1823015.2921 | 228407.131 | 22536547.7685 | 5666639.0401 | 16869908.7284 |
Total P&L (%) | 2051.4224 | 1823.0153 | 228.4071 | 22536.5478 | 5666.639 | 16869.9087 |
Avg Daily Profit (%) | 0.884 | 0.7856 | 0.0984 | 0.2339 | 0.1749 | 0.2215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104829 | -85811 | -82627 | -5301970 | -5657029 | -3166894 |
Profit Factor | 4.9553 | 7.4653 | 1.965 | 1.7589 | 1.2852 | 2.7166 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 48.3146 | 42.2222 | 54.5455 | 48.3146 | 42.2222 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.301 | 10.2157 | 1.6375 | 1.8817 | 1.7587 | 2.2639 |
Largest Winning Trade | 1409975 | 1409975 | 81010 | 9022310 | 7780956 | 9022310 |
Largest Losing Trade | -52306 | -40987 | -52306 | -3136659 | -3136659 | -1787225 |
Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Winners | 106 | 100 | 111 | 106 | 100 | 111 |
Avg Bars in Losers | 45 | 35 | 57 | 45 | 35 | 57 |
Bars Traded | 6648 | 2825 | 3823 | 6648 | 2825 | 3823 |
Profit Streak | 22.3634 | 33.3634 | 0 | 22.3634 | 33.3634 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760728 | 689516 | -57195 | 424546 | 234361 | 505877 |
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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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