Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636445.2156 | 1574138.1458 | 62307.0698 | 79555.2349 | -1297383.8695 | 1376939.1044 |
Total P&L (%) | 1636.4452 | 1574.1381 | 62.3071 | 79.5552 | -1297.3839 | 1376.9391 |
Avg Daily Profit (%) | 0.6856 | 0.6595 | 0.0261 | 0.0245 | 0 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350645 | -157810 | -219718 | -28490207 | -17121147 | -18080473 |
Profit Factor | 2.5238 | 3.8662 | 1.1187 | 1.0012 | 0.9642 | 1.0478 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 43.2 | 36.5079 | 50 | 43.2 | 36.5079 | 50 |
Ratio Avg Win / Avg Loss | 3.3184 | 6.7238 | 1.1187 | 1.3164 | 1.6768 | 1.0478 |
Largest Winning Trade | 1382662 | 1382662 | 65679 | 11351955 | 9076887 | 11351955 |
Largest Losing Trade | -66340 | -39208 | -66340 | -9197913 | -9197913 | -7221488 |
Avg Bars in Trades | 111 | 109 | 113 | 111 | 109 | 113 |
Avg Bars in Winners | 157 | 168 | 149 | 157 | 168 | 149 |
Avg Bars in Losers | 76 | 75 | 77 | 76 | 75 | 77 |
Bars Traded | 13947 | 6901 | 7046 | 13947 | 6901 | 7046 |
Profit Streak | 31.5573 | 31.7239 | 31.5573 | 31.5573 | 31.7239 | 31.5573 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583981 | -131820 | -401597 | -380064 | -728748 | -363072 |
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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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