Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2094341.1096 | 1934288.4894 | 160052.6202 | 3091093.014 | 3426051.3499 | -334958.3359 |
Total P&L (%) | 2094.3411 | 1934.2885 | 160.0526 | 3091.093 | 3426.0514 | -334.9583 |
Avg Daily Profit (%) | 0.9036 | 0.8345 | 0.0691 | 0.1495 | 0.1538 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109368 | -98980 | -87361 | -5333999 | -6008625 | -4379120 |
Profit Factor | 4.3851 | 7.2316 | 1.5191 | 1.1439 | 1.3101 | 0.9679 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 5.5544 | 11.6818 | 1.5191 | 1.4489 | 2.1163 | 0.9679 |
Largest Winning Trade | 1687056 | 1687056 | 80621 | 6124701 | 6124701 | 2841413 |
Largest Losing Trade | -48107 | -34678 | -48107 | -2311546 | -1956882 | -2311546 |
Avg Bars in Trades | 198 | 175 | 221 | 198 | 175 | 221 |
Avg Bars in Winners | 307 | 270 | 335 | 307 | 270 | 335 |
Avg Bars in Losers | 113 | 117 | 108 | 113 | 117 | 108 |
Bars Traded | 13522 | 5976 | 7546 | 13522 | 5976 | 7546 |
Profit Streak | 0 | 0 | 82.6798 | 0 | 0 | 82.6798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95465 | 616745 | -97660 | -171381 | 155069 | -580237 |
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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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