Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495976.8018 | 1278266.4973 | 217710.3046 | 5009840.2383 | 2714526.8679 | 2295313.3703 |
Total P&L (%) | 1495.9768 | 1278.2665 | 217.7103 | 5009.8402 | 2714.5269 | 2295.3134 |
Avg Daily Profit (%) | 0.6298 | 0.5381 | 0.0916 | 0.1657 | 0.1406 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94744 | -64422 | -59160 | -15121483 | -7585287 | -10251811 |
Profit Factor | 3.7066 | 5.2202 | 1.8715 | 1.1247 | 1.148 | 1.1051 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 42.623 | 35.4839 | 50 | 42.623 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 4.9897 | 9.4912 | 1.8715 | 1.514 | 2.0873 | 1.1051 |
Largest Winning Trade | 871067 | 871067 | 68077 | 6603774 | 6603774 | 5100070 |
Largest Losing Trade | -49086 | -36136 | -49086 | -5888938 | -2985922 | -5888938 |
Avg Bars in Trades | 151 | 118 | 186 | 151 | 118 | 186 |
Avg Bars in Winners | 277 | 231 | 311 | 277 | 231 | 311 |
Avg Bars in Losers | 58 | 56 | 61 | 58 | 56 | 61 |
Bars Traded | 9269 | 3673 | 5596 | 9269 | 3673 | 5596 |
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 | -150589 | 475157 | -67104 | -243660 | -67245 | -118951 |
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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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