Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228112.3152 | 918043.499 | 310068.8162 | 32247351.9843 | 8804848.068 | 23442503.9163 |
Total P&L (%) | 1228.1123 | 918.0435 | 310.0688 | 32247.352 | 8804.8481 | 23442.5039 |
Avg Daily Profit (%) | 0.6627 | 0.4954 | 0.1673 | 0.3123 | 0.2425 | 0.2951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66291 | -67850 | -38260 | -10696027 | -6523937 | -5424540 |
Profit Factor | 4.2989 | 5.0766 | 3.1081 | 2.0371 | 1.4432 | 3.0881 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 53.5354 | 44 | 63.2653 | 53.5354 | 44 | 63.2653 |
Ratio Avg Win / Avg Loss | 3.7311 | 6.4611 | 1.8047 | 1.768 | 1.8368 | 1.7931 |
Largest Winning Trade | 594119 | 594119 | 58459 | 9007556 | 8498617 | 9007556 |
Largest Losing Trade | -36153 | -36153 | -20172 | -3847356 | -3847356 | -3588444 |
Avg Bars in Trades | 71 | 51 | 92 | 71 | 51 | 92 |
Avg Bars in Winners | 96 | 69 | 115 | 96 | 69 | 115 |
Avg Bars in Losers | 43 | 36 | 54 | 43 | 36 | 54 |
Bars Traded | 7108 | 2560 | 4549 | 7108 | 2560 | 4549 |
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 | 719820 | -163975 | 543462 | 489295 | -171917 | 596404 |
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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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