Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489987.0635 | 1342616.3702 | 147370.6933 | 2360402.0314 | -1624344.8629 | 3984746.8943 |
Total P&L (%) | 1489.9871 | 1342.6164 | 147.3707 | 2360.402 | -1624.3449 | 3984.7469 |
Avg Daily Profit (%) | 0.6326 | 0.57 | 0.0626 | 0.1361 | 0 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93426 | -57107 | -94552 | -4346542 | -2999606 | -1631295 |
Profit Factor | 4.5061 | 6.792 | 1.7629 | 1.2571 | 0.72 | 2.179 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.1688 | 15.0934 | 2.0341 | 2 | 1.5999 | 2.5143 |
Largest Winning Trade | 1277998 | 1277998 | 59643 | 2461171 | 960763 | 2461171 |
Largest Losing Trade | -49454 | -22461 | -49454 | -1528926 | -1528926 | -1336876 |
Avg Bars in Trades | 113 | 93 | 134 | 113 | 93 | 134 |
Avg Bars in Winners | 214 | 182 | 237 | 214 | 182 | 237 |
Avg Bars in Losers | 49 | 53 | 45 | 49 | 53 | 45 |
Bars Traded | 6472 | 2704 | 3768 | 6472 | 2704 | 3768 |
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 | -165044 | 442733 | -128482 | -194231 | -585430 | -10622 |
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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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