Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366351.8389 | 1248263.1399 | 118088.699 | 500070.7215 | 421055.7402 | 79014.9813 |
Total P&L (%) | 1366.3518 | 1248.2631 | 118.0887 | 500.0707 | 421.0557 | 79.015 |
Avg Daily Profit (%) | 0.739 | 0.6751 | 0.0639 | 0.097 | 0.0893 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135817 | -143588 | -62200 | -1216014 | -974566 | -513549 |
Profit Factor | 3.9573 | 5.4712 | 1.6458 | 1.1903 | 1.2679 | 1.0749 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 38.4615 | 30.303 | 46.875 | 38.4615 | 30.303 | 46.875 |
Ratio Avg Win / Avg Loss | 6.3316 | 12.5837 | 1.8653 | 1.9046 | 2.9162 | 1.2182 |
Largest Winning Trade | 1288306 | 1288306 | 61361 | 1288306 | 1288306 | 269933 |
Largest Losing Trade | -55480 | -55480 | -48346 | -470304 | -399544 | -470304 |
Avg Bars in Trades | 82 | 69 | 95 | 82 | 69 | 95 |
Avg Bars in Winners | 141 | 134 | 146 | 141 | 134 | 146 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 5356 | 2285 | 3071 | 5356 | 2285 | 3071 |
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 | -121090 | 451950 | -105782 | -213910 | -80406 | -290231 |
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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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