Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794284.8664 | 517964.227 | 276320.6394 | 10964522.7708 | 4197359.665 | 6767163.1058 |
Total P&L (%) | 794.2849 | 517.9642 | 276.3206 | 10964.5228 | 4197.3597 | 6767.1631 |
Avg Daily Profit (%) | 0.4546 | 0.2964 | 0.1581 | 0.2697 | 0.2155 | 0.2424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48409 | -35802 | -53113 | -2709628 | -1477249 | -1489051 |
Profit Factor | 3.8907 | 4.7654 | 3.0139 | 2.2223 | 1.9073 | 2.5577 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 47.619 | 46.875 | 48.3871 | 47.619 | 46.875 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.2798 | 5.4007 | 3.2148 | 2.4445 | 2.1616 | 2.7282 |
Largest Winning Trade | 245921 | 245921 | 68586 | 3970743 | 2555966 | 3970743 |
Largest Losing Trade | -24007 | -19201 | -24007 | -1195340 | -1195340 | -953818 |
Avg Bars in Trades | 323 | 157 | 494 | 323 | 157 | 494 |
Avg Bars in Winners | 524 | 250 | 797 | 524 | 250 | 797 |
Avg Bars in Losers | 141 | 75 | 210 | 141 | 75 | 210 |
Bars Traded | 20380 | 5051 | 15329 | 20380 | 5051 | 15329 |
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 | -134730 | 548542 | 444707 | -139062 | 379570 | 453921 |
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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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