Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508639.7893 | 1284774.3958 | 223865.3935 | 6371023.3909 | 4380066.2599 | 1990957.131 |
Total P&L (%) | 1508.6398 | 1284.7744 | 223.8654 | 6371.0234 | 4380.0663 | 1990.9571 |
Avg Daily Profit (%) | 0.6353 | 0.541 | 0.0943 | 0.1757 | 0.1602 | 0.1281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117529 | -93344 | -56335 | -19234006 | -16031604 | -11565669 |
Profit Factor | 3.681 | 4.8367 | 1.9826 | 1.109 | 1.1339 | 1.0774 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 39.6825 | 31.25 | 48.3871 | 39.6825 | 31.25 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.5952 | 10.6407 | 2.1147 | 1.6857 | 2.4946 | 1.1492 |
Largest Winning Trade | 863087 | 863087 | 65647 | 9469952 | 9469952 | 5681808 |
Largest Losing Trade | -38288 | -38288 | -30647 | -6586964 | -6586964 | -6244449 |
Avg Bars in Trades | 220 | 174 | 268 | 220 | 174 | 268 |
Avg Bars in Winners | 431 | 384 | 463 | 431 | 384 | 463 |
Avg Bars in Losers | 81 | 79 | 85 | 81 | 79 | 85 |
Bars Traded | 13899 | 5584 | 8315 | 13899 | 5584 | 8315 |
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 | -136704 | 406921 | -64018 | -246971 | -71745 | -157692 |
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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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