Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2514651.1084 | 2313353.3623 | 201297.746 | 13623426.567 | 1079797.1082 | 12543629.4588 |
Total P&L (%) | 2514.6511 | 2313.3534 | 201.2977 | 13623.4266 | 1079.7971 | 12543.6295 |
Avg Daily Profit (%) | 1.0897 | 1.0024 | 0.0872 | 0.2135 | 0.107 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115006 | -92734 | -65887 | -20581076 | -17202576 | -7832126 |
Profit Factor | 5.7392 | 8.7701 | 1.8644 | 1.2128 | 1.0267 | 1.5309 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 40.8451 | 33.3333 | 48.5714 | 40.8451 | 33.3333 | 48.5714 |
Ratio Avg Win / Avg Loss | 8.3119 | 17.5401 | 1.974 | 1.7565 | 2.0535 | 1.621 |
Largest Winning Trade | 1948858 | 1948858 | 81200 | 9625571 | 9625571 | 8162970 |
Largest Losing Trade | -35199 | -35199 | -27831 | -6920885 | -6920885 | -3320762 |
Avg Bars in Trades | 124 | 111 | 136 | 124 | 111 | 136 |
Avg Bars in Winners | 211 | 214 | 210 | 211 | 214 | 210 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 8807 | 4020 | 4787 | 8807 | 4020 | 4787 |
Profit Streak | 0 | 0 | 74.5447 | 0 | 0 | 74.5447 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73083 | 553909 | -72972 | -86022 | -246216 | 385967 |
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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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