Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385884.9538 | 1155617.6953 | 230267.2585 | 5365936.1625 | 4063412.498 | 1302523.6645 |
Total P&L (%) | 1385.885 | 1155.6177 | 230.2673 | 5365.9362 | 4063.4125 | 1302.5237 |
Avg Daily Profit (%) | 0.5834 | 0.4865 | 0.0969 | 0.1686 | 0.1571 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98928 | -57092 | -70429 | -14559762 | -7195151 | -13629201 |
Profit Factor | 3.6702 | 4.9683 | 2.0108 | 1.1326 | 1.1935 | 1.067 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 49.1228 | 44.8276 | 53.5714 | 49.1228 | 44.8276 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.8012 | 6.1148 | 1.7427 | 1.1731 | 1.4689 | 0.9247 |
Largest Winning Trade | 663408 | 663408 | 69313 | 7736542 | 7736542 | 5066971 |
Largest Losing Trade | -69210 | -40452 | -69210 | -12859649 | -4589483 | -12859649 |
Avg Bars in Trades | 162 | 134 | 191 | 162 | 134 | 191 |
Avg Bars in Winners | 245 | 209 | 276 | 245 | 209 | 276 |
Avg Bars in Losers | 82 | 74 | 92 | 82 | 74 | 92 |
Bars Traded | 9269 | 3911 | 5358 | 9269 | 3911 | 5358 |
Profit Streak | 0 | 0 | 37.0835 | 0 | 0 | 37.0835 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161706 | 582887 | -79787 | -246691 | -2125 | -212654 |
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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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