Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549401.0606 | 1373008.5809 | 176392.4797 | 2501499.0688 | 2791541.9057 | -290042.8368 |
Total P&L (%) | 1549.4011 | 1373.0086 | 176.3925 | 2501.4991 | 2791.5419 | -290.0428 |
Avg Daily Profit (%) | 0.6524 | 0.5782 | 0.0743 | 0.1373 | 0.1418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154861 | -115776 | -74225 | -18567340 | -11814526 | -10429415 |
Profit Factor | 3.3739 | 4.6968 | 1.6271 | 1.0484 | 1.0981 | 0.9875 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 44.7761 | 44.1176 | 45.4545 | 44.7761 | 44.1176 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.1612 | 5.9493 | 1.9526 | 1.2931 | 1.3909 | 1.185 |
Largest Winning Trade | 899618 | 899618 | 66907 | 9058675 | 9058675 | 5308112 |
Largest Losing Trade | -41405 | -40181 | -41405 | -5658966 | -5424028 | -5658966 |
Avg Bars in Trades | 207 | 168 | 247 | 207 | 168 | 247 |
Avg Bars in Winners | 372 | 289 | 455 | 372 | 289 | 455 |
Avg Bars in Losers | 73 | 72 | 74 | 73 | 72 | 74 |
Bars Traded | 13896 | 5716 | 8180 | 13896 | 5716 | 8180 |
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 | -104952 | 595352 | -92483 | -299876 | -118296 | -580903 |
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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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