Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113258.1541 | 867246.9181 | 246011.2359 | 11838154.5231 | -3124711.7762 | 14962866.2993 |
Total P&L (%) | 1113.2582 | 867.2469 | 246.0112 | 11838.1545 | -3124.7118 | 14962.8663 |
Avg Daily Profit (%) | 0.5744 | 0.4475 | 0.1269 | 0.2471 | 0 | 0.2591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87986 | -71274 | -26664 | -16780860 | -14418667 | -4044739 |
Profit Factor | 3.5608 | 4.6498 | 2.2481 | 1.2806 | 0.8913 | 2.1138 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 51.5152 | 45.4545 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.3514 | 5.5798 | 1.6565 | 1.2053 | 1.0696 | 1.5576 |
Largest Winning Trade | 557240 | 557240 | 65573 | 8998593 | 8998593 | 5626052 |
Largest Losing Trade | -46340 | -39713 | -46340 | -8103968 | -8103968 | -4044739 |
Avg Bars in Trades | 55 | 62 | 49 | 55 | 62 | 49 |
Avg Bars in Winners | 68 | 75 | 63 | 68 | 75 | 63 |
Avg Bars in Losers | 41 | 51 | 29 | 41 | 51 | 29 |
Bars Traded | 3677 | 2059 | 1618 | 3677 | 2059 | 1618 |
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 | -110325 | 572355 | -18315 | -119898 | -580903 | 486719 |
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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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