Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547550.0593 | 1413409.7495 | 134140.3098 | 1852374.7315 | -1509186.6644 | 3361561.3959 |
Total P&L (%) | 1547.5501 | 1413.4097 | 134.1403 | 1852.3747 | -1509.1867 | 3361.5614 |
Avg Daily Profit (%) | 0.658 | 0.6009 | 0.057 | 0.1264 | 0 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102783 | -69212 | -106087 | -4136365 | -3735175 | -1329124 |
Profit Factor | 3.6123 | 5.4324 | 1.4904 | 1.1912 | 0.7572 | 1.9688 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 30.303 | 22 | 38.7755 | 30.303 | 22 | 38.7755 |
Ratio Avg Win / Avg Loss | 8.3084 | 19.2602 | 2.3533 | 2.7399 | 2.6846 | 3.1087 |
Largest Winning Trade | 1340536 | 1340536 | 62845 | 2189426 | 1457952 | 2189426 |
Largest Losing Trade | -31743 | -31324 | -31743 | -1907251 | -1907251 | -864522 |
Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Winners | 109 | 103 | 112 | 109 | 103 | 112 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4420 | 1798 | 2622 | 4420 | 1798 | 2622 |
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 | 407991 | -203793 | -118673 | -40261 | -801370 | 255188 |
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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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