Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1662117.5929 | 1454987.019 | 207130.5739 | 4473301.6089 | 1100763.598 | 3372538.0109 |
Total P&L (%) | 1662.1176 | 1454.987 | 207.1306 | 4473.3016 | 1100.7636 | 3372.538 |
Avg Daily Profit (%) | 0.6995 | 0.6124 | 0.0872 | 0.161 | 0.1047 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96661 | -91483 | -62230 | -21301425 | -15984183 | -11541173 |
Profit Factor | 3.6939 | 5.4279 | 1.7182 | 1.0672 | 1.0308 | 1.1092 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.6884 | 9.3755 | 1.6037 | 1.3545 | 1.7805 | 1.0353 |
Largest Winning Trade | 871067 | 871067 | 65399 | 14551184 | 14551184 | 7369180 |
Largest Losing Trade | -54979 | -37501 | -54979 | -6681286 | -6420908 | -6681286 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 134 | 116 | 147 | 134 | 116 | 147 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 4633 | 1974 | 2659 | 4633 | 1974 | 2659 |
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 | -162662 | 519778 | -73146 | -320728 | -243566 | -93410 |
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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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