Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2154308.9091 | 1930218.4082 | 224090.5009 | 25434493.2821 | 7213760.2995 | 18220732.9825 |
Total P&L (%) | 2154.3089 | 1930.2184 | 224.0905 | 25434.4933 | 7213.7603 | 18220.733 |
Avg Daily Profit (%) | 0.9294 | 0.8327 | 0.0967 | 0.2394 | 0.1853 | 0.225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89131 | -85881 | -92404 | -7398631 | -8842626 | -4758187 |
Profit Factor | 5.48 | 8.2671 | 2.041 | 1.7493 | 1.3091 | 2.7179 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 55.0562 | 48.8889 | 61.3636 | 55.0562 | 48.8889 | 61.3636 |
Ratio Avg Win / Avg Loss | 4.4735 | 8.6429 | 1.2851 | 1.428 | 1.3686 | 1.7113 |
Largest Winning Trade | 1439591 | 1439591 | 82132 | 9651096 | 9651096 | 8154187 |
Largest Losing Trade | -71259 | -24151 | -71259 | -3710198 | -3710198 | -2722375 |
Avg Bars in Trades | 72 | 59 | 85 | 72 | 59 | 85 |
Avg Bars in Winners | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Losers | 42 | 29 | 59 | 42 | 29 | 59 |
Bars Traded | 6435 | 2664 | 3771 | 6435 | 2664 | 3771 |
Profit Streak | 0 | 0 | 54.3307 | 0 | 0 | 54.3307 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 803456 | 768834 | -58076 | 413021 | 276691 | 594013 |
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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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