Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949458.7556 | 1688461.5626 | 260997.193 | 17118615.0134 | 1227979.2355 | 15890635.7779 |
Total P&L (%) | 1949.4588 | 1688.4616 | 260.9972 | 17118.615 | 1227.9792 | 15890.6358 |
Avg Daily Profit (%) | 0.8169 | 0.7075 | 0.1094 | 0.216 | 0.1084 | 0.2129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84662 | -82209 | -60830 | -25329070 | -25237709 | -23448901 |
Profit Factor | 4.3158 | 5.8353 | 2.0932 | 1.1468 | 1.0176 | 1.3398 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 42.268 | 32.6531 | 52.0833 | 42.268 | 32.6531 | 52.0833 |
Ratio Avg Win / Avg Loss | 5.8947 | 12.0354 | 1.9257 | 1.5663 | 2.0987 | 1.2326 |
Largest Winning Trade | 1065179 | 1065179 | 61953 | 16943846 | 16943846 | 11794132 |
Largest Losing Trade | -43842 | -43842 | -38322 | -12234735 | -12234735 | -10679890 |
Avg Bars in Trades | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Winners | 160 | 171 | 152 | 160 | 171 | 152 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 9262 | 4400 | 4862 | 9262 | 4400 | 4862 |
Profit Streak | 0 | 0 | 23.5843 | 0 | 0 | 23.5843 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638112 | 508794 | -42103 | -52563 | -254556 | 337648 |
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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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