Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2207045.5224 | 2179015.0709 | 28030.4515 | 155837.282 | 7902798.2254 | -7746960.9434 |
Total P&L (%) | 2207.0455 | 2179.0151 | 28.0305 | 155.8373 | 7902.7982 | -7746.9609 |
Avg Daily Profit (%) | 0.9546 | 0.9425 | 0.0121 | 0.0406 | 0.1897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178887 | -151431 | -107597 | -13536005 | -5638875 | -8643047 |
Profit Factor | 3.6589 | 5.8202 | 1.0742 | 1.0063 | 1.624 | 0.3632 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 44.2105 | 35.4167 | 53.1915 | 44.2105 | 35.4167 | 53.1915 |
Ratio Avg Win / Avg Loss | 4.6172 | 10.6133 | 0.9453 | 1.2698 | 2.9614 | 0.3196 |
Largest Winning Trade | 2027634 | 2027634 | 79249 | 13143618 | 13143618 | 1703009 |
Largest Losing Trade | -58582 | -47141 | -58582 | -4965815 | -4965815 | -4471801 |
Avg Bars in Trades | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Winners | 98 | 101 | 96 | 98 | 101 | 96 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 6682 | 3244 | 3438 | 6682 | 3244 | 3438 |
Profit Streak | 0 | 0 | 15.3536 | 0 | 0 | 15.3536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652081 | 579725 | -319473 | -354242 | 195909 | -579699 |
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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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