Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293523.7811 | 1031638.1152 | 261885.6659 | 12719641.2163 | 5090016.0477 | 7629625.1686 |
Total P&L (%) | 1293.5238 | 1031.6381 | 261.8857 | 12719.6412 | 5090.016 | 7629.6252 |
Avg Daily Profit (%) | 0.5434 | 0.4334 | 0.11 | 0.2041 | 0.1661 | 0.1828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108271 | -93350 | -61853 | -8812463 | -6809472 | -5504466 |
Profit Factor | 3.6584 | 5.1579 | 2.0982 | 1.448 | 1.4271 | 1.4631 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.9048 | 59.5238 | 64.2857 | 61.9048 | 59.5238 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.2513 | 3.5074 | 1.1657 | 0.8911 | 0.9704 | 0.8128 |
Largest Winning Trade | 757983 | 757983 | 60139 | 5040412 | 4298731 | 5040412 |
Largest Losing Trade | -48748 | -34971 | -48748 | -3876763 | -3403927 | -3876763 |
Avg Bars in Trades | 164 | 132 | 196 | 164 | 132 | 196 |
Avg Bars in Winners | 195 | 172 | 215 | 195 | 172 | 215 |
Avg Bars in Losers | 115 | 73 | 162 | 115 | 73 | 162 |
Bars Traded | 13828 | 5572 | 8256 | 13828 | 5572 | 8256 |
Profit Streak | 20.6999 | 0 | 130.0332 | 20.6999 | 0 | 130.0332 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 733773 | 691965 | -39986 | 359746 | 295898 | 379835 |
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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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