Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490651.1985 | 1239908.4892 | 250742.7093 | 13243954.6903 | 2994232.2531 | 10249722.4372 |
Total P&L (%) | 1490.6512 | 1239.9085 | 250.7427 | 13243.9547 | 2994.2323 | 10249.7224 |
Avg Daily Profit (%) | 0.6275 | 0.522 | 0.1056 | 0.2062 | 0.1446 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112478 | -84749 | -53118 | -48844195 | -37859540 | -21778861 |
Profit Factor | 3.995 | 5.3726 | 2.1709 | 1.0905 | 1.0367 | 1.1583 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 33.3333 | 40.625 | 36.9231 | 33.3333 | 40.625 |
Ratio Avg Win / Avg Loss | 6.8248 | 10.7452 | 3.1729 | 1.8629 | 2.0733 | 1.693 |
Largest Winning Trade | 761513 | 761513 | 68929 | 19477797 | 19477797 | 14472660 |
Largest Losing Trade | -39633 | -39633 | -25413 | -14876443 | -14876443 | -10716543 |
Avg Bars in Trades | 142 | 116 | 169 | 142 | 116 | 169 |
Avg Bars in Winners | 303 | 261 | 339 | 303 | 261 | 339 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 9265 | 3853 | 5412 | 9265 | 3853 | 5412 |
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 | -122613 | 444651 | -51615 | -253173 | -185199 | -40919 |
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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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