Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1584519.2486 | 1420944.5252 | 163574.7235 | 3320140.7833 | 6236392.104 | -2916251.3208 |
Total P&L (%) | 1584.5192 | 1420.9445 | 163.5747 | 3320.1408 | 6236.3921 | -2916.2513 |
Avg Daily Profit (%) | 0.6656 | 0.5969 | 0.0687 | 0.1485 | 0.1744 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187663 | -113902 | -96089 | -21251728 | -12091011 | -11500430 |
Profit Factor | 3.0926 | 4.4362 | 1.4759 | 1.0599 | 1.2012 | 0.8808 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 37.3737 | 32 | 42.8571 | 37.3737 | 32 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.1821 | 9.4269 | 1.9679 | 1.776 | 2.5526 | 1.1744 |
Largest Winning Trade | 983407 | 983407 | 64331 | 11500950 | 11500950 | 3826214 |
Largest Losing Trade | -43326 | -43326 | -35189 | -4321267 | -4321267 | -3899950 |
Avg Bars in Trades | 140 | 115 | 166 | 140 | 115 | 166 |
Avg Bars in Winners | 274 | 250 | 293 | 274 | 250 | 293 |
Avg Bars in Losers | 60 | 51 | 70 | 60 | 51 | 70 |
Bars Traded | 13905 | 5760 | 8145 | 13905 | 5760 | 8145 |
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 | 478048 | -168244 | -101604 | -152613 | -178644 | -581792 |
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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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