Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610426.7891 | 1440026.5657 | 170400.2235 | 5634053.3609 | -3079589.9768 | 8713643.3377 |
Total P&L (%) | 1610.4268 | 1440.0266 | 170.4002 | 5634.0534 | -3079.59 | 8713.6433 |
Avg Daily Profit (%) | 0.6779 | 0.6062 | 0.0717 | 0.1706 | 0 | 0.1887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182603 | -95039 | -126663 | -36829084 | -22263785 | -24099931 |
Profit Factor | 3.839 | 7.2967 | 1.5033 | 1.0894 | 0.9095 | 1.3008 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.3875 | 10.945 | 1.3154 | 1.2451 | 1.3642 | 1.1382 |
Largest Winning Trade | 809340 | 809340 | 80607 | 15512079 | 15512079 | 11571355 |
Largest Losing Trade | -70488 | -45031 | -70488 | -13048905 | -12984780 | -13048905 |
Avg Bars in Trades | 154 | 131 | 178 | 154 | 131 | 178 |
Avg Bars in Winners | 252 | 232 | 267 | 252 | 232 | 267 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 9284 | 3931 | 5353 | 9284 | 3931 | 5353 |
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 | -155729 | 579651 | -95452 | -289144 | -583047 | 302928 |
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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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