Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177376.0497 | 1115424.725 | 61951.3247 | 503758.3656 | -1238199.3144 | 1741957.68 |
Total P&L (%) | 1177.3761 | 1115.4247 | 61.9513 | 503.7584 | -1238.1993 | 1741.9577 |
Avg Daily Profit (%) | 0.4941 | 0.4681 | 0.026 | 0.0755 | 0 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139889 | -100244 | -101509 | -6215774 | -5566805 | -3567044 |
Profit Factor | 2.5964 | 4.1073 | 1.1637 | 1.0312 | 0.8765 | 1.2839 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.2353 | 44.186 | 52.381 | 48.2353 | 44.186 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7864 | 5.1882 | 1.0579 | 1.1066 | 1.1071 | 1.1672 |
Largest Winning Trade | 686308 | 686308 | 52434 | 3538156 | 3538156 | 2043003 |
Largest Losing Trade | -45343 | -38422 | -45343 | -2042429 | -2042429 | -1499218 |
Avg Bars in Trades | 51 | 60 | 43 | 51 | 60 | 43 |
Avg Bars in Winners | 66 | 69 | 62 | 66 | 69 | 62 |
Avg Bars in Losers | 38 | 52 | 22 | 38 | 52 | 22 |
Bars Traded | 4418 | 2583 | 1835 | 4418 | 2583 | 1835 |
Profit Streak | 24.7682 | 24.7682 | 53.2682 | 24.7682 | 24.7682 | 53.2682 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595721 | 586270 | -197840 | -276942 | -580295 | -27956 |
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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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