Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690482.2214 | 1431621.0259 | 258861.1955 | 22302667.9634 | 10201534.7473 | 12101133.2162 |
Total P&L (%) | 1690.4822 | 1431.621 | 258.8612 | 22302.668 | 10201.5347 | 12101.1332 |
Avg Daily Profit (%) | 0.711 | 0.6021 | 0.1089 | 0.2279 | 0.1951 | 0.2023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71237 | -125154 | -46465 | -10038132 | -7550658 | -8851763 |
Profit Factor | 5.1429 | 6.2799 | 2.891 | 1.7089 | 1.579 | 1.8743 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 47.619 | 35.4839 | 59.375 | 47.619 | 35.4839 | 59.375 |
Ratio Avg Win / Avg Loss | 5.6572 | 11.4179 | 1.978 | 1.8798 | 2.8709 | 1.2824 |
Largest Winning Trade | 994683 | 994683 | 61294 | 6651616 | 6548878 | 6651616 |
Largest Losing Trade | -43062 | -43062 | -29329 | -8851763 | -3516898 | -8851763 |
Avg Bars in Trades | 103 | 130 | 78 | 103 | 130 | 78 |
Avg Bars in Winners | 159 | 249 | 107 | 159 | 249 | 107 |
Avg Bars in Losers | 53 | 64 | 34 | 53 | 64 | 34 |
Bars Traded | 6546 | 4041 | 2504 | 6546 | 4041 | 2504 |
Profit Streak | 107.8321 | 0 | 156.1655 | 107.8321 | 0 | 156.1655 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131059 | 515439 | -40364 | -139849 | 187592 | 441457 |
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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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