Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933896.9195 | 681501.4766 | 252395.4429 | 8360009.3153 | 1048620.7349 | 7311388.5803 |
Total P&L (%) | 933.8969 | 681.5015 | 252.3954 | 8360.0093 | 1048.6207 | 7311.3886 |
Avg Daily Profit (%) | 0.5012 | 0.3657 | 0.1354 | 0.2384 | 0.1311 | 0.2313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86237 | -108608 | -47299 | -12381900 | -7528961 | -5134845 |
Profit Factor | 2.9676 | 3.5295 | 2.23 | 1.2778 | 1.0604 | 1.5743 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 53.3981 | 50 | 56.8627 | 53.3981 | 50 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.5899 | 3.5295 | 1.6917 | 1.1151 | 1.0604 | 1.1943 |
Largest Winning Trade | 453773 | 453773 | 62737 | 4512184 | 3394909 | 4512184 |
Largest Losing Trade | -42054 | -42054 | -40576 | -3625854 | -3625854 | -3062216 |
Avg Bars in Trades | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Winners | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 3596 | 2055 | 1541 | 3596 | 2055 | 1541 |
Profit Streak | 0 | 0 | 10.6879 | 0 | 0 | 10.6879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611779 | -163884 | -186490 | 325037 | -351770 | -168452 |
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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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