Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766651.0908 | 1531967.6229 | 234683.4679 | 11049430.4531 | 18301635.5461 | -7252205.0929 |
Total P&L (%) | 1766.6511 | 1531.9676 | 234.6835 | 11049.4305 | 18301.6355 | -7252.2051 |
Avg Daily Profit (%) | 0.7419 | 0.6434 | 0.0986 | 0.1982 | 0.2193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179226 | -104721 | -116043 | -52322513 | -25744073 | -46231546 |
Profit Factor | 3.5218 | 4.8741 | 1.7692 | 1.0715 | 1.2319 | 0.9041 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.2527 | 43.4783 | 51.1111 | 47.2527 | 43.4783 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.9313 | 6.3363 | 1.6922 | 1.1961 | 1.6014 | 0.8648 |
Largest Winning Trade | 657090 | 657090 | 67470 | 23798059 | 23798059 | 12895051 |
Largest Losing Trade | -43208 | -43208 | -30019 | -16433031 | -14074216 | -16433031 |
Avg Bars in Trades | 151 | 118 | 185 | 151 | 118 | 185 |
Avg Bars in Winners | 231 | 183 | 272 | 231 | 183 | 272 |
Avg Bars in Losers | 79 | 67 | 94 | 79 | 67 | 94 |
Bars Traded | 13779 | 5435 | 8344 | 13779 | 5435 | 8344 |
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 | 667977 | 614419 | -57830 | -134676 | 234659 | -580567 |
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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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