Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172892.0592 | 981403.9204 | 191488.1388 | 7259730.5543 | 5408885.4718 | 1850845.0826 |
Total P&L (%) | 1172.8921 | 981.4039 | 191.4881 | 7259.7306 | 5408.8855 | 1850.8451 |
Avg Daily Profit (%) | 0.4927 | 0.4122 | 0.0804 | 0.1807 | 0.1685 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133939 | -50026 | -93449 | -15024710 | -4579110 | -12316461 |
Profit Factor | 3.2085 | 6.5123 | 1.5424 | 1.2005 | 1.4388 | 1.0775 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.0641 | 7.3264 | 2.2034 | 1.5206 | 1.6187 | 1.5393 |
Largest Winning Trade | 607556 | 607556 | 74224 | 6861376 | 5446548 | 6861376 |
Largest Losing Trade | -61277 | -25113 | -61277 | -8499132 | -2645574 | -8499132 |
Avg Bars in Trades | 201 | 105 | 297 | 201 | 105 | 297 |
Avg Bars in Winners | 354 | 167 | 567 | 354 | 167 | 567 |
Avg Bars in Losers | 81 | 50 | 108 | 81 | 50 | 108 |
Bars Traded | 13727 | 3597 | 10130 | 13727 | 3597 | 10130 |
Profit Streak | 0 | 0 | 314.4842 | 0 | 0 | 314.4842 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99393 | 619885 | -85365 | -107605 | 311437 | -162543 |
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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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