Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653009.0664 | 1412408.969 | 240600.0974 | 9446242.8249 | -668767.6617 | 10115010.4866 |
Total P&L (%) | 1653.0091 | 1412.409 | 240.6001 | 9446.2428 | -668.7677 | 10115.0105 |
Avg Daily Profit (%) | 0.6905 | 0.59 | 0.1005 | 0.1906 | 0 | 0.1934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130690 | -100114 | -104521 | -33419175 | -37117168 | -17715271 |
Profit Factor | 3.5728 | 5.2495 | 1.7758 | 1.094 | 0.9888 | 1.2475 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.5714 | 52.381 | 54.7619 | 53.5714 | 52.381 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.0964 | 4.7723 | 1.467 | 0.9481 | 0.8989 | 1.0306 |
Largest Winning Trade | 1071121 | 1071121 | 62336 | 18060946 | 18060946 | 11827574 |
Largest Losing Trade | -39035 | -37650 | -39035 | -13615412 | -13615412 | -6911877 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Losers | 42 | 49 | 34 | 42 | 49 | 34 |
Bars Traded | 4572 | 2529 | 2043 | 4572 | 2529 | 2043 |
Profit Streak | 47.7926 | 66.7926 | 47.7926 | 47.7926 | 66.7926 | 47.7926 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 758997 | 744169 | -55327 | -108760 | -579455 | 322772 |
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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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