Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548769.937 | 1337001.154 | 211768.783 | 6773860.9534 | 2249629.0323 | 4524231.9211 |
Total P&L (%) | 1548.7699 | 1337.0012 | 211.7688 | 6773.861 | 2249.629 | 4524.2319 |
Avg Daily Profit (%) | 0.6493 | 0.5605 | 0.0888 | 0.1775 | 0.1324 | 0.1609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151777 | -97866 | -109863 | -13963833 | -9308812 | -5943839 |
Profit Factor | 2.8872 | 4.1734 | 1.5303 | 1.1683 | 1.0983 | 1.2605 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 48.5549 | 47.1264 | 50 | 48.5549 | 47.1264 | 50 |
Ratio Avg Win / Avg Loss | 3.0591 | 4.6824 | 1.5303 | 1.2378 | 1.2322 | 1.2605 |
Largest Winning Trade | 770037 | 770037 | 71960 | 7366085 | 7366085 | 5397919 |
Largest Losing Trade | -44173 | -43867 | -44173 | -6046222 | -6046222 | -3376893 |
Avg Bars in Trades | 39 | 35 | 44 | 39 | 35 | 44 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 6917 | 3083 | 3834 | 6917 | 3083 | 3834 |
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 | 638439 | 607277 | -72154 | -27256 | -129691 | 259983 |
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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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