Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162279.7363 | 937049.7669 | 225229.9694 | 7576976.5837 | -3053364.6782 | 10630341.2619 |
Total P&L (%) | 1162.2797 | 937.0498 | 225.23 | 7576.9766 | -3053.3647 | 10630.3413 |
Avg Daily Profit (%) | 0.4867 | 0.3924 | 0.0943 | 0.1819 | 0 | 0.196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134749 | -81832 | -100915 | -22569644 | -18422522 | -15740095 |
Profit Factor | 3.199 | 4.8114 | 1.7967 | 1.1407 | 0.8981 | 1.4449 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 58.0247 | 53.6585 | 62.5 | 58.0247 | 53.6585 | 62.5 |
Ratio Avg Win / Avg Loss | 2.3142 | 4.1553 | 1.078 | 0.8252 | 0.7757 | 0.8669 |
Largest Winning Trade | 516439 | 516439 | 75315 | 7972687 | 5051018 | 7972687 |
Largest Losing Trade | -77314 | -29095 | -77314 | -11179114 | -6742049 | -11179114 |
Avg Bars in Trades | 85 | 61 | 110 | 85 | 61 | 110 |
Avg Bars in Winners | 106 | 79 | 130 | 106 | 79 | 130 |
Avg Bars in Losers | 57 | 41 | 77 | 57 | 41 | 77 |
Bars Traded | 6950 | 2537 | 4413 | 6950 | 2537 | 4413 |
Profit Streak | 11.9653 | 11.9653 | 20.632 | 11.9653 | 11.9653 | 20.632 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 98261 | 665022 | -62046 | -73451 | -579643 | 360468 |
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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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