Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447521.8111 | 1294656.4542 | 152865.3569 | 2990458.2619 | 1146468.4782 | 1843989.7837 |
Total P&L (%) | 1447.5218 | 1294.6565 | 152.8654 | 2990.4583 | 1146.4685 | 1843.9898 |
Avg Daily Profit (%) | 0.6077 | 0.5435 | 0.0642 | 0.1441 | 0.106 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131917 | -87748 | -95422 | -14462013 | -11306148 | -9749674 |
Profit Factor | 3.1368 | 5.0729 | 1.4251 | 1.0711 | 1.0547 | 1.0874 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 42.5532 | 40.4255 | 44.6809 | 42.5532 | 40.4255 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.2347 | 7.4759 | 1.7645 | 1.446 | 1.5543 | 1.3463 |
Largest Winning Trade | 754678 | 754678 | 75976 | 9689647 | 9689647 | 6818501 |
Largest Losing Trade | -47447 | -30548 | -47447 | -3950752 | -3950752 | -3556280 |
Avg Bars in Trades | 96 | 81 | 111 | 96 | 81 | 111 |
Avg Bars in Winners | 170 | 141 | 196 | 170 | 141 | 196 |
Avg Bars in Losers | 42 | 40 | 43 | 42 | 40 | 43 |
Bars Traded | 9079 | 3816 | 5263 | 9079 | 3816 | 5263 |
Profit Streak | 16.8299 | 25.8299 | 0 | 16.8299 | 25.8299 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555943 | 565995 | -107267 | -144582 | -213410 | -152588 |
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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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