Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2566461.4375 | 2519283.5779 | 47177.8595 | 699160.9344 | 5168489.1511 | -4469328.2167 |
Total P&L (%) | 2566.4614 | 2519.2836 | 47.1779 | 699.1609 | 5168.4892 | -4469.3282 |
Avg Daily Profit (%) | 1.1121 | 1.0917 | 0.0204 | 0.0901 | 0.1719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127243 | -92229 | -88194 | -8242010 | -2537657 | -6067024 |
Profit Factor | 5.4101 | 10.7295 | 1.1461 | 1.0543 | 2.3495 | 0.5057 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.3428 | 15.6815 | 1.0744 | 1.2361 | 3.4339 | 0.4741 |
Largest Winning Trade | 2321304 | 2321304 | 87598 | 5001476 | 5001476 | 1461555 |
Largest Losing Trade | -66824 | -44580 | -66824 | -5892530 | -1304134 | -5892530 |
Avg Bars in Trades | 134 | 116 | 152 | 134 | 116 | 152 |
Avg Bars in Winners | 208 | 189 | 223 | 208 | 189 | 223 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 8460 | 3731 | 4729 | 8460 | 3731 | 4729 |
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 | -131010 | 657691 | -226835 | -385577 | 309395 | -580608 |
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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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