Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317499.2421 | 1100198.3097 | 217300.9324 | 7544506.0615 | 694042.9246 | 6850463.1369 |
Total P&L (%) | 1317.4992 | 1100.1983 | 217.3009 | 7544.5061 | 694.0429 | 6850.4631 |
Avg Daily Profit (%) | 0.5517 | 0.4607 | 0.091 | 0.1818 | 0.0868 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77422 | -77229 | -65958 | -12615228 | -11777144 | -9701234 |
Profit Factor | 3.8232 | 6.0284 | 1.8767 | 1.1766 | 1.0314 | 1.3326 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 41.3793 | 37.931 | 44.8276 | 41.3793 | 37.931 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.4163 | 9.8646 | 2.3098 | 1.6668 | 1.6877 | 1.6401 |
Largest Winning Trade | 662677 | 662677 | 69392 | 9396717 | 9396717 | 7106629 |
Largest Losing Trade | -46913 | -36757 | -46913 | -6153687 | -6153687 | -3777651 |
Avg Bars in Trades | 157 | 129 | 185 | 157 | 129 | 185 |
Avg Bars in Winners | 294 | 243 | 337 | 294 | 243 | 337 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 9108 | 3741 | 5367 | 9108 | 3741 | 5367 |
Profit Streak | 18.4898 | 18.4898 | 24.9898 | 18.4898 | 18.4898 | 24.9898 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163810 | 525889 | -69438 | -199112 | -265766 | 277870 |
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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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