Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1792448.7209 | 1560851.2817 | 231597.4392 | 11706219.4622 | -4072119.3539 | 15778338.8162 |
Total P&L (%) | 1792.4487 | 1560.8513 | 231.5974 | 11706.2195 | -4072.1194 | 15778.3388 |
Avg Daily Profit (%) | 0.8604 | 0.7492 | 0.1112 | 0.2293 | 0 | 0.2435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80024 | -58170 | -42304 | -17165828 | -10449138 | -7254475 |
Profit Factor | 4.4304 | 6.7271 | 1.9265 | 1.2711 | 0.8373 | 1.8694 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.7727 | 31.8182 | 47.7273 | 39.7727 | 31.8182 | 47.7273 |
Ratio Avg Win / Avg Loss | 6.7089 | 14.4152 | 2.1099 | 1.9248 | 1.7943 | 2.0475 |
Largest Winning Trade | 1360474 | 1360474 | 69731 | 11902706 | 7648843 | 11902706 |
Largest Losing Trade | -34058 | -20256 | -34058 | -6725440 | -4590901 | -6725440 |
Avg Bars in Trades | 277 | 235 | 319 | 277 | 235 | 319 |
Avg Bars in Winners | 513 | 479 | 536 | 513 | 479 | 536 |
Avg Bars in Losers | 121 | 121 | 120 | 121 | 121 | 120 |
Bars Traded | 24400 | 10348 | 14052 | 24400 | 10348 | 14052 |
Profit Streak | 0 | 0 | 51.7127 | 0 | 0 | 51.7127 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606718 | 512923 | -41186 | 200303 | -585012 | 421073 |
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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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