Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904039.6181 | 630626.1229 | 273413.4952 | 27330471.6604 | 21471492.9689 | 5858978.6915 |
Total P&L (%) | 904.0396 | 630.6261 | 273.4135 | 27330.4717 | 21471.493 | 5858.9787 |
Avg Daily Profit (%) | 0.4788 | 0.334 | 0.1448 | 0.2978 | 0.285 | 0.2167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122327 | -89014 | -88162 | -35498872 | -18742511 | -28789419 |
Profit Factor | 2.0467 | 2.3792 | 1.6727 | 1.1839 | 1.2565 | 1.0902 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 48.4536 | 48.4536 | 48.4536 | 48.4536 | 48.4536 | 48.4536 |
Ratio Avg Win / Avg Loss | 2.1773 | 2.5311 | 1.7794 | 1.2594 | 1.3367 | 1.1598 |
Largest Winning Trade | 112671 | 112671 | 52065 | 17215237 | 17215237 | 6028960 |
Largest Losing Trade | -52024 | -30259 | -52024 | -12322025 | -7913579 | -12322025 |
Avg Bars in Trades | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 11118 | 5821 | 5297 | 11118 | 5821 | 5297 |
Profit Streak | 0 | 0 | 112.3759 | 0 | 0 | 112.3759 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530123 | 461464 | 140634 | -9000 | 276686 | -112640 |
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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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