Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240524.0505 | 1055217.0122 | 185307.0383 | 4550078.9737 | 1442840.7472 | 3107238.2265 |
Total P&L (%) | 1240.5241 | 1055.217 | 185.307 | 4550.079 | 1442.8407 | 3107.2382 |
Avg Daily Profit (%) | 0.5216 | 0.4437 | 0.0779 | 0.1616 | 0.1151 | 0.1459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92620 | -86308 | -67629 | -10683112 | -9610301 | -6943896 |
Profit Factor | 3.0552 | 4.6123 | 1.5949 | 1.1239 | 1.0726 | 1.1846 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 43.0108 | 36.1702 | 50 | 43.0108 | 36.1702 | 50 |
Ratio Avg Win / Avg Loss | 4.0481 | 8.1393 | 1.5949 | 1.4892 | 1.8928 | 1.1846 |
Largest Winning Trade | 618145 | 618145 | 67271 | 7693898 | 7693898 | 4391195 |
Largest Losing Trade | -45114 | -33316 | -45114 | -4542457 | -4542457 | -3008974 |
Avg Bars in Trades | 74 | 59 | 89 | 74 | 59 | 89 |
Avg Bars in Winners | 128 | 125 | 130 | 128 | 125 | 130 |
Avg Bars in Losers | 34 | 22 | 49 | 34 | 22 | 49 |
Bars Traded | 6946 | 2807 | 4139 | 6946 | 2807 | 4139 |
Profit Streak | 0 | 0 | 14.0384 | 0 | 0 | 14.0384 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509506 | 444023 | -85252 | -78944 | -183783 | -14582 |
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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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