Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2653550.9558 | 2468972.3961 | 184578.5596 | 5583203.2258 | -2951927.7532 | 8535130.979 |
Total P&L (%) | 2653.551 | 2468.9724 | 184.5786 | 5583.2032 | -2951.9278 | 8535.131 |
Avg Daily Profit (%) | 1.147 | 1.0672 | 0.0798 | 0.1748 | 0 | 0.1929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121770 | -124289 | -75443 | -8856738 | -8361401 | -3663366 |
Profit Factor | 4.9045 | 7.0266 | 1.6838 | 1.1968 | 0.8522 | 2.0164 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 44.7761 | 32.3529 | 57.5758 | 44.7761 | 32.3529 | 57.5758 |
Ratio Avg Win / Avg Loss | 6.0489 | 14.6919 | 1.2407 | 1.4761 | 1.7818 | 1.4858 |
Largest Winning Trade | 2020603 | 2020603 | 67416 | 4149675 | 4149675 | 2928158 |
Largest Losing Trade | -46501 | -41809 | -46501 | -4631840 | -4631840 | -2256160 |
Avg Bars in Trades | 132 | 130 | 135 | 132 | 130 | 135 |
Avg Bars in Winners | 204 | 253 | 175 | 204 | 253 | 175 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 8905 | 4450 | 4455 | 8905 | 4450 | 4455 |
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 | -102116 | 541663 | -83392 | -119517 | -584880 | 419582 |
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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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