Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364710.5985 | 1190428.7657 | 174281.8328 | 2316114.6323 | -1431665.7062 | 3747780.3385 |
Total P&L (%) | 1364.7106 | 1190.4288 | 174.2818 | 2316.1146 | -1431.6657 | 3747.7803 |
Avg Daily Profit (%) | 0.5783 | 0.5044 | 0.0738 | 0.135 | 0 | 0.1548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101592 | -73527 | -126526 | -2692876 | -3221864 | -1002620 |
Profit Factor | 3.3382 | 4.718 | 1.6615 | 1.2169 | 0.8028 | 2.0966 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 41.4894 | 40.4255 | 42.5532 | 41.4894 | 40.4255 | 42.5532 |
Ratio Avg Win / Avg Loss | 4.7077 | 6.9528 | 2.243 | 1.7162 | 1.1831 | 2.8304 |
Largest Winning Trade | 1089200 | 1089200 | 67910 | 1291378 | 1194249 | 1291378 |
Largest Losing Trade | -41122 | -29265 | -41122 | -1200692 | -1200692 | -601628 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 72 | 58 | 85 | 72 | 58 | 85 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 4602 | 1941 | 2661 | 4602 | 1941 | 2661 |
Profit Streak | 0 | 0 | 80.0511 | 0 | 0 | 80.0511 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525400 | 525076 | -93452 | -14710 | -582753 | 337714 |
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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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