Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518349.2987 | 1482229.7735 | 36119.5252 | 8033.4016 | 669417.0068 | -661383.6052 |
Total P&L (%) | 1518.3493 | 1482.2298 | 36.1195 | 8.0334 | 669.417 | -661.3836 |
Avg Daily Profit (%) | 0.6416 | 0.6263 | 0.0153 | 0.0033 | 0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201107 | -208083 | -79301 | -3657864 | -2896799 | -1271097 |
Profit Factor | 3.091 | 3.8396 | 1.1769 | 1.0012 | 1.1373 | 0.6057 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 49.4737 | 36.1702 | 62.5 | 49.4737 | 36.1702 | 62.5 |
Ratio Avg Win / Avg Loss | 3.1567 | 6.7758 | 0.7061 | 1.0225 | 2.0069 | 0.3634 |
Largest Winning Trade | 1592636 | 1592636 | 39224 | 3474620 | 3474620 | 170410 |
Largest Losing Trade | -46857 | -46857 | -35973 | -1404532 | -1404532 | -500485 |
Avg Bars in Trades | 71 | 122 | 22 | 71 | 122 | 22 |
Avg Bars in Winners | 84 | 190 | 24 | 84 | 190 | 24 |
Avg Bars in Losers | 59 | 84 | 18 | 59 | 84 | 18 |
Bars Traded | 6828 | 5764 | 1065 | 6828 | 5764 | 1065 |
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 | 639571 | 479814 | -200632 | -573360 | -151118 | -578791 |
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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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