Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1697352.5531 | 1487204.1332 | 210148.4199 | 7107968.4523 | 8766.1858 | 7099202.2664 |
Total P&L (%) | 1697.3526 | 1487.2041 | 210.1484 | 7107.9685 | 8.7662 | 7099.2023 |
Avg Daily Profit (%) | 0.7123 | 0.6241 | 0.0882 | 0.1797 | 0.0035 | 0.1796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155763 | -67093 | -112155 | -25085971 | -12129974 | -16153350 |
Profit Factor | 3.3556 | 5.4189 | 1.5473 | 1.1143 | 1.0003 | 1.2388 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 45.8716 | 45.4545 | 46.2963 | 45.8716 | 45.4545 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.9596 | 6.5027 | 1.7948 | 1.3149 | 1.2003 | 1.437 |
Largest Winning Trade | 918764 | 918764 | 67543 | 9293926 | 9293926 | 8658786 |
Largest Losing Trade | -55434 | -34142 | -55434 | -9010912 | -9010912 | -7989625 |
Avg Bars in Trades | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Winners | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Losers | 24 | 15 | 33 | 24 | 15 | 33 |
Bars Traded | 4627 | 1836 | 2791 | 4627 | 1836 | 2791 |
Profit Streak | 16.7681 | 29.2681 | 16.7681 | 16.7681 | 29.2681 | 16.7681 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 683882 | -161053 | -253442 | -86777 | -754930 | -173349 |
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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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