Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2246697.9925 | 2083952.6023 | 162745.3903 | 5174292.5068 | 7133001.6599 | -1958709.1531 |
Total P&L (%) | 2246.698 | 2083.9526 | 162.7454 | 5174.2925 | 7133.0017 | -1958.7092 |
Avg Daily Profit (%) | 0.9686 | 0.8984 | 0.0702 | 0.1711 | 0.1847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165045 | -139490 | -181640 | -6348912 | -2136992 | -5201321 |
Profit Factor | 4.387 | 7.2102 | 1.4966 | 1.3549 | 2.101 | 0.7582 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.1765 | 33.3333 | 48.8372 | 41.1765 | 33.3333 | 48.8372 |
Ratio Avg Win / Avg Loss | 6.2672 | 14.4204 | 1.5678 | 1.9355 | 4.2019 | 0.7943 |
Largest Winning Trade | 1793725 | 1793725 | 77449 | 6542028 | 6542028 | 1968851 |
Largest Losing Trade | -45765 | -40717 | -45765 | -3160879 | -1525207 | -3160879 |
Avg Bars in Trades | 53 | 46 | 61 | 53 | 46 | 61 |
Avg Bars in Winners | 99 | 95 | 102 | 99 | 95 | 102 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 4560 | 1937 | 2623 | 4560 | 1937 | 2623 |
Profit Streak | 20.4725 | 0 | 58.4725 | 20.4725 | 0 | 58.4725 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648264 | 552295 | -96280 | 240143 | 196713 | -580200 |
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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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