Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307524.2676 | 1066960.1653 | 240564.1024 | 11982143.7922 | -530860.5713 | 12513004.3635 |
Total P&L (%) | 1307.5243 | 1066.9602 | 240.5641 | 11982.1438 | -530.8606 | 12513.0044 |
Avg Daily Profit (%) | 0.5504 | 0.4492 | 0.1013 | 0.202 | 0 | 0.2038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96150 | -59039 | -65154 | -22709977 | -14966691 | -14579493 |
Profit Factor | 3.9721 | 5.922 | 2.078 | 1.1677 | 0.9862 | 1.3799 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 46.6667 | 48.2759 | 47.4576 | 46.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.3977 | 6.768 | 2.2265 | 1.2929 | 1.1271 | 1.4785 |
Largest Winning Trade | 655843 | 655843 | 67296 | 10610151 | 7007802 | 10610151 |
Largest Losing Trade | -48570 | -30659 | -48570 | -9876132 | -9876132 | -9839600 |
Avg Bars in Trades | 154 | 114 | 195 | 154 | 114 | 195 |
Avg Bars in Winners | 245 | 180 | 310 | 245 | 180 | 310 |
Avg Bars in Losers | 72 | 57 | 88 | 72 | 57 | 88 |
Bars Traded | 9108 | 3440 | 5668 | 9108 | 3440 | 5668 |
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 | -162414 | 622603 | -54555 | -208436 | -580455 | 285015 |
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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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