Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931110.0995 | 677851.9363 | 253258.1631 | 3823296.8897 | 1363610.1504 | 2459686.7392 |
Total P&L (%) | 931.1101 | 677.8519 | 253.2582 | 3823.2969 | 1363.6102 | 2459.6867 |
Avg Daily Profit (%) | 0.6303 | 0.4588 | 0.1714 | 0.2487 | 0.1818 | 0.2197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108399 | -111609 | -32583 | -9007299 | -8998260 | -2314246 |
Profit Factor | 2.7746 | 2.8909 | 2.5239 | 1.1727 | 1.0934 | 1.3265 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 39.3258 | 28.8889 | 50 | 39.3258 | 28.8889 | 50 |
Ratio Avg Win / Avg Loss | 4.2808 | 7.116 | 2.5239 | 1.8094 | 2.6915 | 1.3265 |
Largest Winning Trade | 373935 | 373935 | 62661 | 6760201 | 6760201 | 2445395 |
Largest Losing Trade | -32897 | -32897 | -25570 | -2106320 | -2006573 | -2106320 |
Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Winners | 74 | 79 | 71 | 74 | 79 | 71 |
Avg Bars in Losers | 29 | 38 | 16 | 29 | 38 | 16 |
Bars Traded | 4226 | 2272 | 1954 | 4226 | 2272 | 1954 |
Profit Streak | 0 | 0 | 36.9038 | 0 | 0 | 36.9038 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471486 | 113779 | 460463 | -24851 | -121391 | 325963 |
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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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