Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2289100.6969 | 2101364.4655 | 187736.2314 | 11239867.9808 | 4396184.3468 | 6843683.634 |
Total P&L (%) | 2289.1007 | 2101.3645 | 187.7362 | 11239.868 | 4396.1843 | 6843.6836 |
Avg Daily Profit (%) | 0.9882 | 0.9072 | 0.081 | 0.2045 | 0.1644 | 0.1832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73154 | -87751 | -62494 | -9376800 | -8449052 | -4644247 |
Profit Factor | 4.9921 | 8.305 | 1.657 | 1.2773 | 1.2057 | 1.3572 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50.7042 | 44.4444 | 57.1429 | 50.7042 | 44.4444 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.8535 | 10.3812 | 1.2428 | 1.2419 | 1.5071 | 1.0179 |
Largest Winning Trade | 1727666 | 1727666 | 83315 | 7056361 | 5650983 | 7056361 |
Largest Losing Trade | -50759 | -38379 | -50759 | -4621492 | -3488338 | -4621492 |
Avg Bars in Trades | 93 | 83 | 102 | 93 | 83 | 102 |
Avg Bars in Winners | 128 | 121 | 134 | 128 | 121 | 134 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 6606 | 3008 | 3598 | 6606 | 3008 | 3598 |
Profit Streak | 0 | 0 | 78.6071 | 0 | 0 | 78.6071 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70067 | 706488 | -81239 | -83165 | 222837 | 352875 |
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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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