Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270176.5013 | 1045768.5814 | 224407.9199 | 12210277.698 | 4112585.2989 | 8097692.3991 |
Total P&L (%) | 1270.1765 | 1045.7686 | 224.4079 | 12210.2777 | 4112.5853 | 8097.6924 |
Avg Daily Profit (%) | 0.532 | 0.438 | 0.094 | 0.2018 | 0.1568 | 0.1847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112232 | -81715 | -84579 | -18370340 | -15888162 | -10089559 |
Profit Factor | 3.1451 | 4.7802 | 1.7113 | 1.1978 | 1.1199 | 1.2952 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 50.5051 | 52 | 48.9796 | 50.5051 | 52 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.0822 | 4.4124 | 1.7826 | 1.1739 | 1.0338 | 1.3492 |
Largest Winning Trade | 583133 | 583133 | 68134 | 14012014 | 14012014 | 6733281 |
Largest Losing Trade | -43763 | -40013 | -43763 | -9336625 | -9336625 | -4823222 |
Avg Bars in Trades | 69 | 51 | 88 | 69 | 51 | 88 |
Avg Bars in Winners | 102 | 72 | 134 | 102 | 72 | 134 |
Avg Bars in Losers | 37 | 28 | 45 | 37 | 28 | 45 |
Bars Traded | 6929 | 2572 | 4357 | 6929 | 2572 | 4357 |
Profit Streak | 46.5203 | 64.187 | 46.5203 | 46.5203 | 64.187 | 46.5203 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675398 | -160703 | -63542 | 252548 | -259340 | 311388 |
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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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