Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664584.0527 | 1459816.8937 | 204767.159 | 16962069.1232 | 15993968.4257 | 968100.6975 |
Total P&L (%) | 1664.5841 | 1459.8169 | 204.7672 | 16962.0691 | 15993.9684 | 968.1007 |
Avg Daily Profit (%) | 0.6978 | 0.612 | 0.0858 | 0.2157 | 0.2132 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117118 | -98573 | -70308 | -31023227 | -24152222 | -24239141 |
Profit Factor | 3.6805 | 4.7783 | 1.8727 | 1.1336 | 1.2156 | 1.0183 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 44.5652 | 39.1304 | 50 | 44.5652 | 39.1304 | 50 |
Ratio Avg Win / Avg Loss | 4.5781 | 7.4328 | 1.8727 | 1.4101 | 1.8909 | 1.0183 |
Largest Winning Trade | 887446 | 887446 | 63551 | 23434291 | 23434291 | 10208514 |
Largest Losing Trade | -44187 | -44187 | -34418 | -14069962 | -9835444 | -14069962 |
Avg Bars in Trades | 48 | 53 | 42 | 48 | 53 | 42 |
Avg Bars in Winners | 79 | 100 | 63 | 79 | 100 | 63 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 4418 | 2479 | 1939 | 4418 | 2479 | 1939 |
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 | 621056 | 541353 | -74727 | -67251 | 168353 | -260216 |
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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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