Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2865993.5869 | 2680547.3244 | 185446.2624 | 7619609.076 | 2270087.922 | 5349521.154 |
Total P&L (%) | 2865.9936 | 2680.5473 | 185.4463 | 7619.6091 | 2270.0879 | 5349.5212 |
Avg Daily Profit (%) | 1.2422 | 1.1618 | 0.0804 | 0.1886 | 0.1373 | 0.1734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155201 | -85427 | -105630 | -9141089 | -7092335 | -3974402 |
Profit Factor | 5.4726 | 8.7016 | 1.6335 | 1.3045 | 1.1521 | 1.5296 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 36.1111 | 51.4286 | 43.662 | 36.1111 | 51.4286 |
Ratio Avg Win / Avg Loss | 7.0614 | 15.3951 | 1.5427 | 1.6832 | 2.0383 | 1.4446 |
Largest Winning Trade | 2313437 | 2313437 | 80188 | 5239211 | 5239211 | 3847808 |
Largest Losing Trade | -59494 | -42801 | -59494 | -2525142 | -2338796 | -2525142 |
Avg Bars in Trades | 188 | 165 | 211 | 188 | 165 | 211 |
Avg Bars in Winners | 314 | 299 | 325 | 314 | 299 | 325 |
Avg Bars in Losers | 90 | 90 | 90 | 90 | 90 | 90 |
Bars Traded | 13353 | 5965 | 7388 | 13353 | 5965 | 7388 |
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 | -72051 | 597779 | -82367 | -84580 | -66849 | 341034 |
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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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