Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695281.6922 | 1433182.2626 | 262099.4296 | 12164120.9482 | -6689937.7915 | 18854058.7397 |
Total P&L (%) | 1695.2817 | 1433.1823 | 262.0994 | 12164.1209 | -6689.9378 | 18854.0587 |
Avg Daily Profit (%) | 0.7086 | 0.5991 | 0.1096 | 0.2012 | 0 | 0.2195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79469 | -114549 | -75000 | -32659452 | -37565471 | -21603286 |
Profit Factor | 3.7602 | 5.1124 | 1.9865 | 1.1093 | 0.9031 | 1.4467 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Losing Trades | 58 | 36 | 22 | 58 | 36 | 22 |
Profitability (%) | 45.7944 | 32.0755 | 59.2593 | 45.7944 | 32.0755 | 59.2593 |
Ratio Avg Win / Avg Loss | 4.4509 | 10.8262 | 1.3657 | 1.3131 | 1.9125 | 0.9946 |
Largest Winning Trade | 829672 | 829672 | 52044 | 20597775 | 20597775 | 13648898 |
Largest Losing Trade | -60259 | -38584 | -60259 | -11535743 | -11535743 | -9896511 |
Avg Bars in Trades | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Winners | 87 | 109 | 75 | 87 | 109 | 75 |
Avg Bars in Losers | 44 | 55 | 28 | 44 | 55 | 28 |
Bars Traded | 6886 | 3852 | 3035 | 6886 | 3852 | 3035 |
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 | 645113 | -167977 | -222920 | -93582 | -765303 | -171337 |
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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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