Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3054334.0847 | 2854277.3637 | 200056.7211 | 11998482.4195 | 1694000.3934 | 10304482.0261 |
Total P&L (%) | 3054.3341 | 2854.2774 | 200.0567 | 11998.4824 | 1694.0004 | 10304.482 |
Avg Daily Profit (%) | 1.3175 | 1.2312 | 0.0863 | 0.2071 | 0.1246 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123070 | -75238 | -74537 | -13706806 | -11151654 | -5896308 |
Profit Factor | 5.8771 | 8.5871 | 1.8 | 1.2809 | 1.0617 | 1.6754 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 39.1304 | 31.4286 | 47.0588 | 39.1304 | 31.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 9.1421 | 18.7354 | 2.025 | 1.9926 | 2.3165 | 1.8848 |
Largest Winning Trade | 2380250 | 2380250 | 82225 | 7804390 | 7804390 | 7269280 |
Largest Losing Trade | -45701 | -45701 | -41195 | -3670572 | -3670572 | -2747237 |
Avg Bars in Trades | 96 | 86 | 107 | 96 | 86 | 107 |
Avg Bars in Winners | 175 | 179 | 172 | 175 | 179 | 172 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 6673 | 3022 | 3651 | 6673 | 3022 | 3651 |
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 | -88451 | 534118 | -75495 | -101327 | -185009 | 361987 |
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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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