Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1970438.5656 | 1812893.8846 | 157544.6811 | 2435197.0817 | 492031.8673 | 1943165.2145 |
Total P&L (%) | 1970.4386 | 1812.8939 | 157.5447 | 2435.1971 | 492.0319 | 1943.1652 |
Avg Daily Profit (%) | 0.8275 | 0.7613 | 0.0662 | 0.1359 | 0.0747 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118811 | -104897 | -54472 | -4216606 | -4216985 | -1432424 |
Profit Factor | 3.7749 | 4.3643 | 1.9201 | 1.1434 | 1.038 | 1.4813 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.0588 | 42.8571 | 51.1628 | 47.0588 | 42.8571 | 51.1628 |
Ratio Avg Win / Avg Loss | 4.2467 | 5.819 | 1.8328 | 1.2863 | 1.384 | 1.414 |
Largest Winning Trade | 1261077 | 1261077 | 67088 | 3608247 | 3608247 | 1148251 |
Largest Losing Trade | -63446 | -63446 | -23418 | -2017778 | -2017778 | -800926 |
Avg Bars in Trades | 104 | 177 | 32 | 104 | 177 | 32 |
Avg Bars in Winners | 123 | 226 | 38 | 123 | 226 | 38 |
Avg Bars in Losers | 87 | 140 | 26 | 87 | 140 | 26 |
Bars Traded | 8854 | 7437 | 1417 | 8854 | 7437 | 1417 |
Profit Streak | 0 | 98.3078 | 0 | 0 | 98.3078 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 690108 | 661971 | -100745 | -74967 | -273688 | -21953 |
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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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