Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616417.1421 | 1459458.251 | 156958.8911 | 1718392.5997 | -7728993.6429 | 9447386.2426 |
Total P&L (%) | 1616.4171 | 1459.4583 | 156.9589 | 1718.3926 | -7728.9936 | 9447.3862 |
Avg Daily Profit (%) | 0.6806 | 0.6146 | 0.0661 | 0.1222 | 0 | 0.1922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237193 | -132721 | -158138 | -45020507 | -35433359 | -25531000 |
Profit Factor | 3.1613 | 4.746 | 1.4381 | 1.019 | 0.8604 | 1.2707 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 39.2857 | 35.7143 | 42.8571 | 39.2857 | 35.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.8856 | 8.5428 | 1.9174 | 1.5749 | 1.5487 | 1.6943 |
Largest Winning Trade | 1024552 | 1024552 | 69281 | 22830335 | 22830335 | 18011494 |
Largest Losing Trade | -65202 | -32637 | -65202 | -12963480 | -12963480 | -10924859 |
Avg Bars in Trades | 165 | 157 | 173 | 165 | 157 | 173 |
Avg Bars in Winners | 268 | 274 | 262 | 268 | 274 | 262 |
Avg Bars in Losers | 98 | 91 | 107 | 98 | 91 | 107 |
Bars Traded | 13898 | 6600 | 7298 | 13898 | 6600 | 7298 |
Profit Streak | 4.6487 | 0 | 6.1487 | 4.6487 | 0 | 6.1487 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526733 | 492384 | -104682 | -231471 | -583512 | 250107 |
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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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