Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575799.3013 | 1428109.1644 | 147690.137 | 1364252.4226 | 373158.7114 | 991093.7111 |
Total P&L (%) | 1575.7993 | 1428.1092 | 147.6901 | 1364.2524 | 373.1587 | 991.0937 |
Avg Daily Profit (%) | 0.6611 | 0.5991 | 0.062 | 0.1127 | 0.0652 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155025 | -114069 | -107333 | -8253727 | -8643279 | -3971142 |
Profit Factor | 2.9074 | 4.1384 | 1.398 | 1.0441 | 1.0201 | 1.0804 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.2105 | 38.2979 | 50 | 44.2105 | 38.2979 | 50 |
Ratio Avg Win / Avg Loss | 3.6688 | 6.6675 | 1.398 | 1.3176 | 1.6434 | 1.0804 |
Largest Winning Trade | 1058150 | 1058150 | 66181 | 6090243 | 6090243 | 3436814 |
Largest Losing Trade | -49292 | -49292 | -43210 | -3223150 | -3223150 | -2531388 |
Avg Bars in Trades | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Winners | 95 | 103 | 88 | 95 | 103 | 88 |
Avg Bars in Losers | 54 | 63 | 44 | 54 | 63 | 44 |
Bars Traded | 6905 | 3698 | 3207 | 6905 | 3698 | 3207 |
Profit Streak | 16.477 | 0 | 43.477 | 16.477 | 0 | 43.477 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579817 | 509129 | -108870 | -215596 | -307655 | -190054 |
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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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