Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750637.5333 | 1578425.1131 | 172212.4201 | 3420879.5396 | -6795799.3759 | 10216678.9154 |
Total P&L (%) | 1750.6375 | 1578.4251 | 172.2124 | 3420.8795 | -6795.7994 | 10216.6789 |
Avg Daily Profit (%) | 0.7368 | 0.6643 | 0.0725 | 0.15 | 0 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173638 | -110693 | -90038 | -53585964 | -44166748 | -29377449 |
Profit Factor | 3.6766 | 5.0169 | 1.6595 | 1.0263 | 0.915 | 1.2042 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 36.7647 | 29.4118 | 44.1176 | 36.7647 | 29.4118 | 44.1176 |
Ratio Avg Win / Avg Loss | 6.3237 | 12.0407 | 2.1021 | 1.7652 | 2.1961 | 1.5253 |
Largest Winning Trade | 963096 | 963096 | 62938 | 31589165 | 31589165 | 17160945 |
Largest Losing Trade | -44279 | -37410 | -44279 | -20177566 | -19243925 | -20177566 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 112 | 134 | 97 | 112 | 134 | 97 |
Avg Bars in Losers | 40 | 52 | 24 | 40 | 52 | 24 |
Bars Traded | 4532 | 2603 | 1929 | 4532 | 2603 | 1929 |
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 | -99474 | 339338 | -95327 | -301794 | -588387 | 226882 |
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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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