Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476790.3427 | 1259392.9607 | 217397.3819 | 9125764.4567 | -1610728.6182 | 10736493.0749 |
Total P&L (%) | 1476.7903 | 1259.393 | 217.3974 | 9125.7645 | -1610.7286 | 10736.4931 |
Avg Daily Profit (%) | 0.6193 | 0.5281 | 0.0912 | 0.1899 | 0 | 0.1967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148800 | -73156 | -85563 | -17500165 | -13338082 | -14571823 |
Profit Factor | 2.5545 | 4.1776 | 1.3926 | 1.0955 | 0.9621 | 1.2025 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 48.7562 | 48.5149 | 49 | 48.7562 | 48.5149 | 49 |
Ratio Avg Win / Avg Loss | 2.6848 | 4.4334 | 1.4495 | 1.1514 | 1.021 | 1.2516 |
Largest Winning Trade | 716254 | 716254 | 66805 | 8609399 | 7576626 | 8609399 |
Largest Losing Trade | -52484 | -39154 | -52484 | -7122669 | -7122669 | -4981484 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 60 | 57 | 64 | 60 | 57 | 64 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 9386 | 4307 | 5079 | 9386 | 4307 | 5079 |
Profit Streak | 0 | 0 | 13.6319 | 0 | 0 | 13.6319 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614164 | 618170 | -70684 | -106918 | -579973 | 267177 |
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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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