Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1322839.7727 | 1140056.0718 | 182783.7009 | 3908264.9986 | 1549760.3467 | 2358504.6519 |
Total P&L (%) | 1322.8398 | 1140.0561 | 182.7837 | 3908.265 | 1549.7603 | 2358.5047 |
Avg Daily Profit (%) | 0.5545 | 0.4779 | 0.0766 | 0.1548 | 0.1176 | 0.1343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75103 | -83615 | -50796 | -5660956 | -5195793 | -3084492 |
Profit Factor | 3.0715 | 4.5521 | 1.5754 | 1.137 | 1.0963 | 1.1897 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.2632 | 39.5833 | 51.0638 | 45.2632 | 39.5833 | 51.0638 |
Ratio Avg Win / Avg Loss | 3.7143 | 6.9479 | 1.5098 | 1.3749 | 1.6732 | 1.1401 |
Largest Winning Trade | 706919 | 706919 | 70902 | 4669443 | 4669443 | 3092569 |
Largest Losing Trade | -46704 | -37323 | -46704 | -2504544 | -2504544 | -1878668 |
Avg Bars in Trades | 73 | 60 | 86 | 73 | 60 | 86 |
Avg Bars in Winners | 120 | 109 | 129 | 120 | 109 | 129 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 6952 | 2902 | 4050 | 6952 | 2902 | 4050 |
Profit Streak | 0 | 0 | 53.6143 | 0 | 0 | 53.6143 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552481 | 501012 | -86568 | -63805 | -153131 | -23975 |
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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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