Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2243388.3821 | 2107114.1082 | 136274.2739 | 4427875.9408 | 565443.7398 | 3862432.2009 |
Total P&L (%) | 2243.3884 | 2107.1141 | 136.2743 | 4427.8759 | 565.4437 | 3862.4322 |
Avg Daily Profit (%) | 0.9695 | 0.9106 | 0.0589 | 0.1649 | 0.0819 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93074 | -81164 | -103203 | -3386340 | -2789100 | -1208335 |
Profit Factor | 4.7769 | 7.2388 | 1.5318 | 1.4318 | 1.0767 | 2.3413 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 41.791 | 35.2941 | 48.4848 | 41.791 | 35.2941 | 48.4848 |
Ratio Avg Win / Avg Loss | 6.6536 | 13.2712 | 1.6276 | 1.9943 | 1.9739 | 2.4877 |
Largest Winning Trade | 1618554 | 1618554 | 79328 | 2708626 | 2511753 | 2708626 |
Largest Losing Trade | -73606 | -47275 | -73606 | -1150884 | -1150884 | -446248 |
Avg Bars in Trades | 129 | 114 | 144 | 129 | 114 | 144 |
Avg Bars in Winners | 225 | 215 | 233 | 225 | 215 | 233 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 8665 | 3898 | 4767 | 8665 | 3898 | 4767 |
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 | -103525 | 577946 | -112287 | -114731 | -223946 | 415199 |
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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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