Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3128953.9237 | 3107928.3833 | 21025.5403 | 255523.1241 | 10461333.1328 | -10205810.0086 |
Total P&L (%) | 3128.9539 | 3107.9284 | 21.0255 | 255.5231 | 10461.3331 | -10205.81 |
Avg Daily Profit (%) | 1.3481 | 1.339 | 0.0091 | 0.0547 | 0.201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -362354 | -271537 | -97054 | -21205279 | -11398053 | -10682421 |
Profit Factor | 5.5922 | 7.3996 | 1.1074 | 1.0108 | 1.8488 | 0.0933 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 31.25 | 42.4242 | 36.9231 | 31.25 | 42.4242 |
Ratio Avg Win / Avg Loss | 9.5533 | 16.2791 | 1.5029 | 1.7268 | 4.0673 | 0.1267 |
Largest Winning Trade | 2818575 | 2818575 | 51079 | 14206320 | 14206320 | 241819 |
Largest Losing Trade | -62731 | -62731 | -32972 | -6565929 | -6565929 | -5869880 |
Avg Bars in Trades | 64 | 112 | 18 | 64 | 112 | 18 |
Avg Bars in Winners | 77 | 154 | 21 | 77 | 154 | 21 |
Avg Bars in Losers | 56 | 93 | 15 | 56 | 93 | 15 |
Bars Traded | 4190 | 3595 | 595 | 4190 | 3595 | 595 |
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 | -119492 | 534172 | -290871 | -468779 | 152293 | -583471 |
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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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