Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097807.1638 | 867299.8419 | 230507.3219 | 7509495.7382 | 2252738.0709 | 5256757.6674 |
Total P&L (%) | 1097.8072 | 867.2998 | 230.5073 | 7509.4957 | 2252.7381 | 5256.7577 |
Avg Daily Profit (%) | 0.6842 | 0.5405 | 0.1437 | 0.2704 | 0.197 | 0.2484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64900 | -71692 | -58310 | -4721541 | -5619698 | -1865735 |
Profit Factor | 3.0298 | 3.3891 | 2.2964 | 1.3705 | 1.1616 | 1.8303 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 47.4227 | 36.7347 | 58.3333 | 47.4227 | 36.7347 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.3591 | 5.8367 | 1.6403 | 1.5194 | 2.0006 | 1.3074 |
Largest Winning Trade | 532874 | 532874 | 42983 | 4198840 | 4198840 | 1874047 |
Largest Losing Trade | -35314 | -35314 | -22607 | -2722455 | -2722455 | -831968 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 42 | 53 | 35 | 42 | 53 | 35 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 3080 | 1628 | 1452 | 3080 | 1628 | 1452 |
Profit Streak | 45.8424 | 45.8424 | 148.8424 | 45.8424 | 45.8424 | 148.8424 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655488 | 465256 | 204041 | 378318 | -38131 | 481120 |
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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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