Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610662.8124 | 1481999.8544 | 128662.958 | 1195271.0333 | 1109982.8743 | 85288.159 |
Total P&L (%) | 1610.6628 | 1481.9999 | 128.663 | 1195.271 | 1109.9829 | 85.2882 |
Avg Daily Profit (%) | 0.6741 | 0.6203 | 0.0538 | 0.1073 | 0.1044 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184169 | -132927 | -107811 | -20358895 | -18801114 | -9872946 |
Profit Factor | 2.6977 | 4.1482 | 1.2692 | 1.0193 | 1.0331 | 1.003 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 40.3727 | 39.5062 | 41.25 | 40.3727 | 39.5062 | 41.25 |
Ratio Avg Win / Avg Loss | 3.9843 | 6.3519 | 1.8076 | 1.5054 | 1.582 | 1.4285 |
Largest Winning Trade | 953000 | 953000 | 68318 | 16688585 | 16688585 | 7673904 |
Largest Losing Trade | -37478 | -31695 | -37478 | -5031376 | -5031376 | -4094770 |
Avg Bars in Trades | 86 | 69 | 104 | 86 | 69 | 104 |
Avg Bars in Winners | 153 | 122 | 182 | 153 | 122 | 182 |
Avg Bars in Losers | 42 | 34 | 50 | 42 | 34 | 50 |
Bars Traded | 14000 | 5622 | 8377 | 14000 | 5622 | 8377 |
Profit Streak | 0 | 0 | 4.5879 | 0 | 0 | 4.5879 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516101 | 99393 | -142067 | -250469 | -252190 | -397679 |
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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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