Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1377747.5011 | 1278994.1238 | 98753.3772 | 846607.2416 | 570849.8126 | 275757.429 |
Total P&L (%) | 1377.7475 | 1278.9941 | 98.7534 | 846.6072 | 570.8498 | 275.7574 |
Avg Daily Profit (%) | 0.5788 | 0.5373 | 0.0415 | 0.0945 | 0.08 | 0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145377 | -81379 | -79730 | -8663052 | -4283188 | -4804768 |
Profit Factor | 2.7236 | 3.6885 | 1.3052 | 1.0376 | 1.0417 | 1.0311 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 43.5294 | 37.2093 | 50 | 43.5294 | 37.2093 | 50 |
Ratio Avg Win / Avg Loss | 3.5333 | 6.2244 | 1.3052 | 1.346 | 1.7579 | 1.0311 |
Largest Winning Trade | 835507 | 835507 | 66650 | 4598371 | 4598371 | 2144206 |
Largest Losing Trade | -45642 | -45642 | -36762 | -2683408 | -1610097 | -2683408 |
Avg Bars in Trades | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Winners | 81 | 106 | 63 | 81 | 106 | 63 |
Avg Bars in Losers | 30 | 32 | 26 | 30 | 32 | 26 |
Bars Traded | 4475 | 2587 | 1887 | 4475 | 2587 | 1887 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510569 | 461894 | -137335 | -247919 | -264157 | -304877 |
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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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