Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366785.3963 | 1123425.2648 | 243360.1315 | 10643929.6248 | 9661126.1447 | 982803.48 |
Total P&L (%) | 1366.7854 | 1123.4253 | 243.3601 | 10643.9296 | 9661.1261 | 982.8035 |
Avg Daily Profit (%) | 0.5718 | 0.47 | 0.1018 | 0.1958 | 0.1918 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72959 | -55545 | -67681 | -27223092 | -9377451 | -21432488 |
Profit Factor | 3.9857 | 6.3018 | 1.9897 | 1.1723 | 1.4176 | 1.0254 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 51.5152 | 53.125 | 52.3077 | 51.5152 | 53.125 |
Ratio Avg Win / Avg Loss | 3.634 | 5.9311 | 1.7557 | 1.0689 | 1.3343 | 0.9048 |
Largest Winning Trade | 844824 | 844824 | 63185 | 10371904 | 10193609 | 10371904 |
Largest Losing Trade | -42068 | -39911 | -42068 | -12093930 | -4442286 | -12093930 |
Avg Bars in Trades | 70 | 44 | 97 | 70 | 44 | 97 |
Avg Bars in Winners | 85 | 49 | 122 | 85 | 49 | 122 |
Avg Bars in Losers | 54 | 39 | 70 | 54 | 39 | 70 |
Bars Traded | 4602 | 1471 | 3131 | 4602 | 1471 | 3131 |
Profit Streak | 0 | 0 | 20.6228 | 0 | 0 | 20.6228 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117434 | 685617 | -51857 | -158675 | 321918 | -252238 |
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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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