Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1953027.9618 | 1752442.0752 | 200585.8865 | 7591417.923 | -1448292.8164 | 9039710.7394 |
Total P&L (%) | 1953.028 | 1752.4421 | 200.5859 | 7591.4179 | -1448.2928 | 9039.7107 |
Avg Daily Profit (%) | 1.0489 | 0.9412 | 0.1077 | 0.2335 | 0 | 0.2428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74883 | -66938 | -36676 | -10404326 | -9358841 | -4799888 |
Profit Factor | 5.491 | 8.6826 | 1.9701 | 1.2016 | 0.9285 | 1.5193 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.8333 | 39.5833 | 52.0833 | 45.8333 | 39.5833 | 52.0833 |
Ratio Avg Win / Avg Loss | 6.4894 | 13.2524 | 1.8125 | 1.4201 | 1.4172 | 1.3977 |
Largest Winning Trade | 1578244 | 1578244 | 61544 | 5698731 | 5652256 | 5698731 |
Largest Losing Trade | -28066 | -21220 | -28066 | -3684261 | -2598909 | -3684261 |
Avg Bars in Trades | 38 | 31 | 44 | 38 | 31 | 44 |
Avg Bars in Winners | 56 | 41 | 68 | 56 | 41 | 68 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 3676 | 1530 | 2146 | 3676 | 1530 | 2146 |
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 | 726210 | 642764 | -45070 | 231912 | -583073 | 366702 |
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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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