Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291698.4667 | 1050094.6457 | 241603.821 | 17646823.1947 | 2212201.8987 | 15434621.296 |
Total P&L (%) | 1291.6985 | 1050.0946 | 241.6038 | 17646.8232 | 2212.2019 | 15434.6213 |
Avg Daily Profit (%) | 0.6667 | 0.542 | 0.1247 | 0.2677 | 0.1623 | 0.2608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105011 | -64950 | -47786 | -7618860 | -7547316 | -3109310 |
Profit Factor | 3.4696 | 4.5114 | 2.0787 | 1.4752 | 1.0986 | 2.0504 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 47.8723 | 44.6809 | 51.0638 | 47.8723 | 44.6809 | 51.0638 |
Ratio Avg Win / Avg Loss | 3.7781 | 5.5855 | 1.9921 | 1.6063 | 1.3601 | 1.965 |
Largest Winning Trade | 678820 | 678820 | 60729 | 6496175 | 5022148 | 6496175 |
Largest Losing Trade | -50103 | -50103 | -26802 | -2673102 | -2673102 | -2225564 |
Avg Bars in Trades | 60 | 45 | 74 | 60 | 45 | 74 |
Avg Bars in Winners | 87 | 63 | 108 | 87 | 63 | 108 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 5645 | 2123 | 3522 | 5645 | 2123 | 3522 |
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 | 651117 | 590771 | -22355 | 370975 | -106371 | 456255 |
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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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