Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619826.3146 | 1419116.4078 | 200709.9068 | 5379220.9326 | 132794.0649 | 5246426.8677 |
Total P&L (%) | 1619.8263 | 1419.1164 | 200.7099 | 5379.2209 | 132.7941 | 5246.4269 |
Avg Daily Profit (%) | 0.689 | 0.6037 | 0.0854 | 0.1704 | 0.036 | 0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157618 | -61020 | -158839 | -3051834 | -1669716 | -2258047 |
Profit Factor | 3.6263 | 5.8101 | 1.6238 | 1.4965 | 1.0255 | 1.9322 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 46.4789 | 42.0561 | 50.9434 | 46.4789 | 42.0561 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.1757 | 8.0051 | 1.5637 | 1.7232 | 1.4129 | 1.8607 |
Largest Winning Trade | 1289510 | 1289510 | 63230 | 2785086 | 861238 | 2785086 |
Largest Losing Trade | -49489 | -32699 | -49489 | -1283161 | -1251700 | -1283161 |
Avg Bars in Trades | 64 | 43 | 85 | 64 | 43 | 85 |
Avg Bars in Winners | 99 | 68 | 124 | 99 | 68 | 124 |
Avg Bars in Losers | 34 | 25 | 46 | 34 | 25 | 46 |
Bars Traded | 13768 | 4666 | 9102 | 13768 | 4666 | 9102 |
Profit Streak | 0 | 0 | 49.1259 | 0 | 0 | 49.1259 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675027 | 594660 | -75481 | 357354 | -340702 | 426929 |
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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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