Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905670.0407 | 676168.1353 | 229501.9054 | 17285075.6587 | 7520257.9805 | 9764817.6782 |
Total P&L (%) | 905.67 | 676.1681 | 229.5019 | 17285.0757 | 7520.258 | 9764.8177 |
Avg Daily Profit (%) | 0.3614 | 0.2699 | 0.0916 | 0.2061 | 0.1731 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88165 | -110707 | -38851 | -25683683 | -27894894 | -6813491 |
Profit Factor | 2.5697 | 2.8134 | 2.1246 | 1.2077 | 1.1231 | 1.4409 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 55.4348 | 63.0435 | 47.8261 | 55.4348 | 63.0435 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.0658 | 1.6492 | 2.3177 | 0.9709 | 0.6584 | 1.5719 |
Largest Winning Trade | 152120 | 152120 | 61400 | 12984058 | 12984058 | 7653183 |
Largest Losing Trade | -63409 | -63409 | -32991 | -17822746 | -17822746 | -6063557 |
Avg Bars in Trades | 79 | 118 | 39 | 79 | 118 | 39 |
Avg Bars in Winners | 84 | 107 | 55 | 84 | 107 | 55 |
Avg Bars in Losers | 71 | 137 | 25 | 71 | 137 | 25 |
Bars Traded | 7268 | 5445 | 1823 | 7268 | 5445 | 1823 |
Profit Streak | 107.0231 | 110.0231 | 107.0231 | 107.0231 | 110.0231 | 107.0231 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599737 | 602170 | -66455 | 298251 | -76228 | 364978 |
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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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