Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040216.6486 | 747109.2142 | 293107.4344 | 15722956.9102 | 9828193.9334 | 5894762.9768 |
Total P&L (%) | 1040.2166 | 747.1092 | 293.1074 | 15722.9569 | 9828.1939 | 5894.763 |
Avg Daily Profit (%) | 0.6483 | 0.4656 | 0.1827 | 0.3161 | 0.287 | 0.2555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110818 | -120404 | -54562 | -22997039 | -22173056 | -9029823 |
Profit Factor | 3.421 | 3.7511 | 2.8539 | 1.3081 | 1.3027 | 1.3174 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Losing Trades | 44 | 29 | 15 | 44 | 29 | 15 |
Profitability (%) | 50 | 34.0909 | 65.9091 | 50 | 34.0909 | 65.9091 |
Ratio Avg Win / Avg Loss | 3.421 | 7.2522 | 1.4761 | 1.3081 | 2.5186 | 0.6814 |
Largest Winning Trade | 410690 | 410690 | 57786 | 20520541 | 20520541 | 4924181 |
Largest Losing Trade | -30004 | -21625 | -30004 | -7474215 | -6031320 | -7474215 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 48 | 58 | 43 | 48 | 58 | 43 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 3113 | 1479 | 1633 | 3113 | 1479 | 1633 |
Profit Streak | 0 | 0 | 51.5173 | 0 | 0 | 51.5173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671286 | 398117 | 521802 | 338336 | 139110 | 349916 |
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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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