Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557960.288 | 1307389.7579 | 250570.5301 | 13984948.5366 | -1779847.4097 | 15764795.9463 |
Total P&L (%) | 1557.9603 | 1307.3898 | 250.5705 | 13984.9485 | -1779.8474 | 15764.7959 |
Avg Daily Profit (%) | 0.6627 | 0.5561 | 0.1066 | 0.2107 | 0 | 0.2158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65055 | -68044 | -76227 | -9308411 | -8043226 | -3602948 |
Profit Factor | 3.7799 | 5.2472 | 1.9919 | 1.5093 | 0.8977 | 2.5677 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 38.5246 | 31.1475 | 45.9016 | 38.5246 | 31.1475 | 45.9016 |
Ratio Avg Win / Avg Loss | 6.0317 | 11.599 | 2.3476 | 2.4085 | 1.9844 | 3.0263 |
Largest Winning Trade | 1109086 | 1109086 | 62991 | 9040847 | 5487835 | 9040847 |
Largest Losing Trade | -23579 | -23579 | -16669 | -3348628 | -3348628 | -2642012 |
Avg Bars in Trades | 113 | 85 | 140 | 113 | 85 | 140 |
Avg Bars in Winners | 233 | 178 | 271 | 233 | 178 | 271 |
Avg Bars in Losers | 37 | 43 | 29 | 37 | 43 | 29 |
Bars Traded | 13790 | 5229 | 8561 | 13790 | 5229 | 8561 |
Profit Streak | 0 | 0 | 141.0466 | 0 | 0 | 141.0466 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531140 | -150231 | -209217 | 232718 | -747289 | -149244 |
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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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