Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962365.5405 | 757181.3945 | 205184.1461 | 9220264.3556 | 4235321.3119 | 4984943.0437 |
Total P&L (%) | 962.3655 | 757.1814 | 205.1841 | 9220.2644 | 4235.3213 | 4984.943 |
Avg Daily Profit (%) | 0.4867 | 0.3829 | 0.1038 | 0.2296 | 0.1908 | 0.1989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169080 | -50111 | -157487 | -4690888 | -4690888 | -2730506 |
Profit Factor | 2.594 | 3.672 | 1.6405 | 1.4522 | 1.3462 | 1.6114 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.3922 | 5.5081 | 1.8748 | 1.8991 | 2.0192 | 1.8416 |
Largest Winning Trade | 284485 | 284485 | 84776 | 3223418 | 3223418 | 2700220 |
Largest Losing Trade | -53378 | -33479 | -53378 | -4690888 | -4690888 | -2730506 |
Avg Bars in Trades | 41 | 36 | 47 | 41 | 36 | 47 |
Avg Bars in Winners | 73 | 61 | 84 | 73 | 61 | 84 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3761 | 1620 | 2142 | 3761 | 1620 | 2142 |
Profit Streak | 0 | 0 | 662.2242 | 0 | 0 | 662.2242 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470952 | 453571 | -51627 | 290283 | 202075 | 389001 |
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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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