Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539823.9759 | 1335036.6039 | 204787.372 | 10631153.4686 | 2957160.6149 | 7673992.8538 |
Total P&L (%) | 1539.824 | 1335.0366 | 204.7874 | 10631.1535 | 2957.1606 | 7673.9929 |
Avg Daily Profit (%) | 0.6482 | 0.562 | 0.0862 | 0.197 | 0.1441 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123713 | -70716 | -58435 | -9691075 | -7151997 | -6577742 |
Profit Factor | 3.5485 | 6.0416 | 1.6034 | 1.2509 | 1.1376 | 1.3675 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.2278 | 56.4103 | 60 | 58.2278 | 56.4103 | 60 |
Ratio Avg Win / Avg Loss | 2.5457 | 4.6685 | 1.0689 | 0.8974 | 0.879 | 0.9117 |
Largest Winning Trade | 739213 | 739213 | 74345 | 5003557 | 4751006 | 5003557 |
Largest Losing Trade | -61175 | -39492 | -61175 | -4184293 | -4134761 | -4184293 |
Avg Bars in Trades | 118 | 101 | 134 | 118 | 101 | 134 |
Avg Bars in Winners | 146 | 124 | 167 | 146 | 124 | 167 |
Avg Bars in Losers | 77 | 71 | 84 | 77 | 71 | 84 |
Bars Traded | 9328 | 3962 | 5366 | 9328 | 3962 | 5366 |
Profit Streak | 46.3335 | 46.3335 | 67.3335 | 46.3335 | 46.3335 | 67.3335 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9915 | 758503 | -73643 | -22385 | -69757 | 324736 |
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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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