Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374221.9155 | 1148295.3624 | 225926.5531 | 12564634.6636 | 2616264.793 | 9948369.8706 |
Total P&L (%) | 1374.2219 | 1148.2954 | 225.9266 | 12564.6347 | 2616.2648 | 9948.3699 |
Avg Daily Profit (%) | 0.5762 | 0.4815 | 0.0947 | 0.2032 | 0.1385 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105184 | -66340 | -79518 | -16172780 | -12259729 | -12343573 |
Profit Factor | 3.8465 | 5.8486 | 1.9186 | 1.246 | 1.0995 | 1.4013 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 53.125 | 46.875 | 59.375 | 53.125 | 46.875 | 59.375 |
Ratio Avg Win / Avg Loss | 3.394 | 6.6284 | 1.3127 | 1.0994 | 1.2461 | 0.9588 |
Largest Winning Trade | 717556 | 717556 | 67904 | 7914572 | 7914572 | 7502211 |
Largest Losing Trade | -45213 | -36798 | -45213 | -6746993 | -6746993 | -6484866 |
Avg Bars in Trades | 220 | 177 | 262 | 220 | 177 | 262 |
Avg Bars in Winners | 314 | 267 | 351 | 314 | 267 | 351 |
Avg Bars in Losers | 113 | 98 | 133 | 113 | 98 | 133 |
Bars Traded | 14091 | 5677 | 8414 | 14091 | 5677 | 8414 |
Profit Streak | 27.697 | 27.697 | 42.5304 | 27.697 | 27.697 | 42.5304 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123881 | 653534 | -62235 | -134264 | -119410 | 315102 |
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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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