Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886979.8034 | 1729620.1392 | 157359.6642 | 4474573.7366 | 1558660.3629 | 2915913.3737 |
Total P&L (%) | 1886.9798 | 1729.6201 | 157.3597 | 4474.5737 | 1558.6604 | 2915.9134 |
Avg Daily Profit (%) | 0.8176 | 0.7494 | 0.0682 | 0.1658 | 0.1218 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198028 | -159942 | -97893 | -24648588 | -22678107 | -12028699 |
Profit Factor | 4.2376 | 6.4405 | 1.594 | 1.1031 | 1.0615 | 1.1615 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 52.381 | 45.1613 | 59.375 | 52.381 | 45.1613 | 59.375 |
Ratio Avg Win / Avg Loss | 3.8523 | 7.8206 | 1.0906 | 1.0028 | 1.2889 | 0.7947 |
Largest Winning Trade | 1440464 | 1440464 | 58623 | 15133555 | 15133555 | 7368743 |
Largest Losing Trade | -55245 | -55245 | -46495 | -12028699 | -11015079 | -12028699 |
Avg Bars in Trades | 69 | 83 | 56 | 69 | 83 | 56 |
Avg Bars in Winners | 76 | 87 | 67 | 76 | 87 | 67 |
Avg Bars in Losers | 62 | 80 | 38 | 62 | 80 | 38 |
Bars Traded | 4381 | 2587 | 1794 | 4381 | 2587 | 1794 |
Profit Streak | 116.9346 | 116.9346 | 309.9346 | 116.9346 | 116.9346 | 309.9346 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128921 | 716547 | -97490 | -248749 | -184317 | -37453 |
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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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