Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1662833.7562 | 1472275.1417 | 190558.6145 | 3816890.2165 | -1405515.2364 | 5222405.4529 |
Total P&L (%) | 1662.8338 | 1472.2751 | 190.5586 | 3816.8902 | -1405.5152 | 5222.4055 |
Avg Daily Profit (%) | 0.7073 | 0.6263 | 0.0811 | 0.1561 | 0 | 0.1692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115673 | -72415 | -95806 | -5514501 | -4115022 | -2310584 |
Profit Factor | 3.6565 | 5.4465 | 1.6463 | 1.3099 | 0.8215 | 2.1755 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 44.3182 | 36.3636 | 52.2727 | 44.3182 | 36.3636 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.594 | 9.5313 | 1.5031 | 1.6458 | 1.4376 | 1.9863 |
Largest Winning Trade | 1328981 | 1328981 | 65755 | 3603874 | 2240381 | 3603874 |
Largest Losing Trade | -32132 | -24798 | -32132 | -1694730 | -1694730 | -1256309 |
Avg Bars in Trades | 158 | 138 | 179 | 158 | 138 | 179 |
Avg Bars in Winners | 272 | 251 | 286 | 272 | 251 | 286 |
Avg Bars in Losers | 68 | 73 | 61 | 68 | 73 | 61 |
Bars Traded | 13973 | 6081 | 7893 | 13973 | 6081 | 7893 |
Profit Streak | 0 | 0 | 139.8118 | 0 | 0 | 139.8118 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619526 | 524121 | -80294 | 249972 | -584355 | 476188 |
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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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