Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331114.306 | 1120285.2169 | 210829.089 | 8341969.3712 | 8642081.8841 | -300112.5129 |
Total P&L (%) | 1331.1143 | 1120.2852 | 210.8291 | 8341.9694 | 8642.0819 | -300.1125 |
Avg Daily Profit (%) | 0.5602 | 0.4715 | 0.0887 | 0.1869 | 0.1883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117160 | -91039 | -75568 | -30390118 | -22840457 | -20732656 |
Profit Factor | 3.52 | 5.5043 | 1.7543 | 1.0946 | 1.2155 | 0.9938 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 42.4242 | 43.75 | 43.0769 | 42.4242 | 43.75 |
Ratio Avg Win / Avg Loss | 4.6515 | 7.4702 | 2.2555 | 1.4464 | 1.6496 | 1.2777 |
Largest Winning Trade | 629149 | 629149 | 64887 | 13018116 | 13018116 | 12313490 |
Largest Losing Trade | -38031 | -29014 | -38031 | -9502202 | -9502202 | -7655571 |
Avg Bars in Trades | 70 | 52 | 89 | 70 | 52 | 89 |
Avg Bars in Winners | 135 | 93 | 177 | 135 | 93 | 177 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 4593 | 1731 | 2862 | 4593 | 1731 | 2862 |
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 | -121143 | 559875 | -73632 | -247524 | 203246 | -581574 |
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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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