Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078191.6252 | 799453.3919 | 278738.2333 | 27558855.7888 | 6746265.2431 | 20812590.5457 |
Total P&L (%) | 1078.1916 | 799.4534 | 278.7382 | 27558.8558 | 6746.2652 | 20812.5905 |
Avg Daily Profit (%) | 0.5568 | 0.4128 | 0.1439 | 0.2908 | 0.2185 | 0.2763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94457 | -72033 | -47506 | -5271633 | -5308760 | -3656113 |
Profit Factor | 2.7176 | 3.3676 | 1.961 | 1.7018 | 1.291 | 2.294 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 97 | 35 | 62 | 97 | 35 | 62 |
Losing Trades | 80 | 54 | 26 | 80 | 54 | 26 |
Profitability (%) | 54.8023 | 39.3258 | 70.4545 | 54.8023 | 39.3258 | 70.4545 |
Ratio Avg Win / Avg Loss | 2.2413 | 5.1957 | 0.8223 | 1.4035 | 1.9918 | 0.962 |
Largest Winning Trade | 365197 | 365197 | 50184 | 5885093 | 5885093 | 4622988 |
Largest Losing Trade | -46801 | -21920 | -46801 | -3656113 | -2510128 | -3656113 |
Avg Bars in Trades | 42 | 33 | 52 | 42 | 33 | 52 |
Avg Bars in Winners | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Losers | 23 | 20 | 30 | 23 | 20 | 30 |
Bars Traded | 7594 | 3016 | 4578 | 7594 | 3016 | 4578 |
Profit Streak | 0 | 0 | 28.8613 | 0 | 0 | 28.8613 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641582 | 425841 | 115566 | 449161 | 175254 | 483486 |
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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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