Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497718.678 | 1253701.4239 | 244017.2542 | 11506335.6083 | 4307708.3399 | 7198627.2683 |
Total P&L (%) | 1497.7187 | 1253.7014 | 244.0173 | 11506.3356 | 4307.7083 | 7198.6273 |
Avg Daily Profit (%) | 0.6296 | 0.527 | 0.1026 | 0.2 | 0.1593 | 0.1805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82443 | -62758 | -78820 | -7523590 | -5486352 | -8520105 |
Profit Factor | 3.78 | 6.1118 | 1.8314 | 1.3057 | 1.2256 | 1.3881 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.8571 | 48.5714 | 57.1429 | 52.8571 | 48.5714 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.3713 | 6.4713 | 1.3736 | 1.1645 | 1.2977 | 1.0411 |
Largest Winning Trade | 889113 | 889113 | 61779 | 5609874 | 5609874 | 3780214 |
Largest Losing Trade | -68601 | -37494 | -68601 | -3854961 | -3854961 | -3748895 |
Avg Bars in Trades | 197 | 156 | 238 | 197 | 156 | 238 |
Avg Bars in Winners | 260 | 224 | 290 | 260 | 224 | 290 |
Avg Bars in Losers | 127 | 91 | 169 | 127 | 91 | 169 |
Bars Traded | 13830 | 5478 | 8352 | 13830 | 5478 | 8352 |
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 | -79520 | 676640 | -52764 | -89972 | 243129 | 338742 |
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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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