Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731124.0873 | 1522511.5043 | 208612.583 | 5435517.9428 | -1267463.8387 | 6702981.7815 |
Total P&L (%) | 1731.1241 | 1522.5115 | 208.6126 | 5435.5179 | -1267.4638 | 6702.9818 |
Avg Daily Profit (%) | 0.7328 | 0.6444 | 0.0883 | 0.17 | 0 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76310 | -78225 | -57238 | -7700686 | -4781449 | -4100375 |
Profit Factor | 4.0771 | 6.1518 | 1.7812 | 1.2569 | 0.8882 | 1.6824 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.0233 | 30.2326 | 55.814 | 43.0233 | 30.2326 | 55.814 |
Ratio Avg Win / Avg Loss | 5.3994 | 14.1965 | 1.4101 | 1.6646 | 2.0496 | 1.3319 |
Largest Winning Trade | 1381431 | 1381431 | 65402 | 5191106 | 2567150 | 5191106 |
Largest Losing Trade | -41837 | -28107 | -41837 | -4100375 | -2032991 | -4100375 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 93 | 93 | 94 | 93 | 93 | 94 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 4601 | 1916 | 2685 | 4601 | 1916 | 2685 |
Profit Streak | 0 | 0 | 147.784 | 0 | 0 | 147.784 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 620133 | 458218 | -71036 | 224275 | -585636 | 421185 |
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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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