Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2258364.5133 | 2087550.5698 | 170813.9435 | 6219130.9837 | 2450383.0066 | 3768747.9771 |
Total P&L (%) | 2258.3645 | 2087.5506 | 170.8139 | 6219.131 | 2450.383 | 3768.748 |
Avg Daily Profit (%) | 0.9786 | 0.9046 | 0.074 | 0.1798 | 0.1404 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93714 | -103051 | -105730 | -5936441 | -4635266 | -3072571 |
Profit Factor | 4.9318 | 6.9221 | 1.7699 | 1.3573 | 1.2223 | 1.5904 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 40.2985 | 26.4706 | 54.5455 | 40.2985 | 26.4706 | 54.5455 |
Ratio Avg Win / Avg Loss | 7.3064 | 19.228 | 1.4749 | 2.0108 | 3.3953 | 1.3253 |
Largest Winning Trade | 1747660 | 1747660 | 80265 | 3256692 | 3256692 | 3116673 |
Largest Losing Trade | -40247 | -40247 | -28998 | -1946922 | -1946922 | -1228485 |
Avg Bars in Trades | 132 | 113 | 152 | 132 | 113 | 152 |
Avg Bars in Winners | 238 | 262 | 227 | 238 | 262 | 227 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 8868 | 3852 | 5016 | 8868 | 3852 | 5016 |
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 | -103984 | -1565 | -91306 | -115639 | -27761 | 363816 |
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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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