Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723550.2698 | 1463446.5553 | 260103.7145 | 17059061.5098 | 459059.4742 | 16600002.0356 |
Total P&L (%) | 1723.5503 | 1463.4466 | 260.1037 | 17059.0615 | 459.0595 | 16600.002 |
Avg Daily Profit (%) | 0.7227 | 0.6136 | 0.1091 | 0.216 | 0.0722 | 0.2148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86478 | -90285 | -49090 | -12882204 | -15354641 | -7691894 |
Profit Factor | 4.0729 | 5.668 | 2.0514 | 1.2523 | 1.0107 | 1.6751 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.5792 | 5.3138 | 1.6894 | 1.1005 | 0.9475 | 1.3795 |
Largest Winning Trade | 901851 | 901851 | 62086 | 11127990 | 11127990 | 7194623 |
Largest Losing Trade | -49090 | -42681 | -49090 | -8647476 | -8647476 | -7093855 |
Avg Bars in Trades | 109 | 129 | 89 | 109 | 129 | 89 |
Avg Bars in Winners | 142 | 161 | 123 | 142 | 161 | 123 |
Avg Bars in Losers | 72 | 95 | 47 | 72 | 95 | 47 |
Bars Traded | 6797 | 4021 | 2776 | 6797 | 4021 | 2776 |
Profit Streak | 30.149 | 31.8157 | 0 | 30.149 | 31.8157 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137921 | 740420 | -42908 | -149574 | -306300 | 389300 |
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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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