Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537563.568 | 1295399.3279 | 242164.24 | 13827628.5463 | -1193254.7613 | 15020883.3076 |
Total P&L (%) | 1537.5636 | 1295.3993 | 242.1642 | 13827.6285 | -1193.2548 | 15020.8833 |
Avg Daily Profit (%) | 0.6468 | 0.5449 | 0.1019 | 0.2079 | 0 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145818 | -112830 | -102749 | -25295602 | -25102162 | -14914719 |
Profit Factor | 4.1688 | 6.2204 | 2.0214 | 1.2412 | 0.9651 | 1.6492 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 53.3333 | 46.6667 | 60 | 53.3333 | 46.6667 | 60 |
Ratio Avg Win / Avg Loss | 3.6477 | 7.1091 | 1.3476 | 1.0861 | 1.103 | 1.0995 |
Largest Winning Trade | 726915 | 726915 | 69863 | 16059959 | 16059959 | 11133595 |
Largest Losing Trade | -45710 | -34291 | -45710 | -9857608 | -9857608 | -4479301 |
Avg Bars in Trades | 113 | 99 | 126 | 113 | 99 | 126 |
Avg Bars in Winners | 179 | 172 | 184 | 179 | 172 | 184 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 6788 | 2989 | 3799 | 6788 | 2989 | 3799 |
Profit Streak | 37.424 | 37.424 | 40.7573 | 37.424 | 37.424 | 40.7573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153036 | 673730 | -52459 | -164248 | -579910 | 429998 |
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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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