Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323890.5972 | 1022164.2048 | 301726.3924 | 15921732.2263 | 1726553.3641 | 14195178.8622 |
Total P&L (%) | 1323.8906 | 1022.1642 | 301.7264 | 15921.7322 | 1726.5534 | 14195.1789 |
Avg Daily Profit (%) | 0.5557 | 0.4291 | 0.1267 | 0.2133 | 0.122 | 0.2085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134609 | -116915 | -78964 | -36934773 | -30559351 | -14367268 |
Profit Factor | 3.0774 | 3.914 | 2.0531 | 1.1781 | 1.0313 | 1.4155 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 59.7938 | 53.0612 | 66.6667 | 59.7938 | 53.0612 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0693 | 3.4624 | 1.0265 | 0.7922 | 0.9123 | 0.7078 |
Largest Winning Trade | 587812 | 587812 | 54560 | 16623216 | 16623216 | 5229009 |
Largest Losing Trade | -56002 | -43703 | -56002 | -13770943 | -13770943 | -12920977 |
Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
Avg Bars in Winners | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Losers | 52 | 48 | 58 | 52 | 48 | 58 |
Bars Traded | 6953 | 3222 | 3732 | 6953 | 3222 | 3732 |
Profit Streak | 0 | 0 | 40.8195 | 0 | 0 | 40.8195 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665473 | 629538 | -18347 | -16565 | -217011 | 361153 |
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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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